Struct Rebased 

pub struct Rebased {
    base: Box<Curve>,
    reference: NaiveDate,
}

A base read forward from a later reference date: its discount factor over its own at that date.

Owns no parameters. Its base’s pillars are its risk, read through the same walks Shocked uses.

Fields

base: Box<Curve>

reference: NaiveDate

Implementations

impl Rebased

pub fn new(base: Curve, reference: NaiveDate) -> Result<Self, CurveError>

base re-anchored at reference.

Errors

CurveError::Malformed for a reference before the base’s own.

pub fn base(&self) -> &Curve

The curve read forward.

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

This transform lifted into mode R.

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

One step of a substituted walk: the base takes the parameters.

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

One step of the seeded walk: the seed reaches the base.

Trait Implementations

impl Clone for Rebased

fn clone(&self) -> Rebased

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Rebased

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

Formats the value using the given formatter.

impl PartialEq for Rebased

fn eq(&self, other: &Rebased) -> 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 Rebased