Struct ShockedSurvival 

pub struct ShockedSurvival {
    base: Box<Survival>,
    shift: f64,
    label: String,
}

A base credit curve under a named parallel hazard shock: h(t) + Δ, and so S(t)·exp(−Δ·τ).

The shift is stated data carrying a label, not a free parameter — the same rule the discount side’s shock follows, and for the same reason: a scenario is what a report keys a row by, not something a solve moves.

Fields

base: Box<Survival>

shift: f64

label: String

Implementations

impl ShockedSurvival

pub fn parallel(base: Survival, shift: f64, label: impl Into<String>) -> Self

base with every hazard shifted by shift, reported under label.

The shock measures time under the base’s own day count — carrying a second convention here would let S, h and the density disagree with each other, since hazard_rate reports h + Δ on the base’s measure.

pub fn base(&self) -> &Survival

The unshocked curve.

pub fn label(&self) -> &str

The name a scenario report keys this perturbation by.

pub fn view<R: Scalar>(&self) -> ShockedSurvivalView<'_, R>

This transform lifted into mode R.

pub(crate) fn view_with_slice<'a, R: Scalar>( &'a self, rest: &mut &'a [R], ) -> ShockedSurvivalView<'a, R>

One step of a substituted walk. See take_params.

Reaches the base only, for the same reason the seeded walk does.

pub(crate) fn view_seeding<R: Scalar + Seedable>( &self, seed: &mut Option<usize>, ) -> ShockedSurvivalView<'_, R>

One step of the seeded walk. The seed reaches the base only; see ShockedSurvival’s note on why the shift is not a parameter.

Trait Implementations

impl Clone for ShockedSurvival

fn clone(&self) -> ShockedSurvival

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ShockedSurvival

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for ShockedSurvival

fn eq(&self, other: &ShockedSurvival) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for ShockedSurvival