Struct ShockedView 

pub struct ShockedView<'a, R: Scalar> {
    base: Box<CurveView<'a, R>>,
    shock: Box<CurveView<'a, R>>,
    label: &'a str,
}

Shocked lifted into one pricing mode.

Fields

base: Box<CurveView<'a, R>>

shock: Box<CurveView<'a, R>>

label: &'a str

Implementations

impl<R: Scalar> ShockedView<'_, R>

pub fn label(&self) -> &str

The name a scenario report keys this perturbation by.

Trait Implementations

impl<'a, R: Clone + Scalar> Clone for ShockedView<'a, R>

fn clone(&self) -> ShockedView<'a, R>

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a, R: Debug + Scalar> Debug for ShockedView<'a, R>

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

Formats the value using the given formatter.

impl<R: Scalar> YieldCurve<R> for ShockedView<'_, R>

fn rate_day_count(&self) -> DayCountFraction

The base’s measure. A transform of a curve is the same curve read differently, so it reports rates in the measure the curve it wraps was given; inheriting the default instead would make a shocked curve disagree with the curve it shocks about what a rate means.

fn reference_date(&self) -> NaiveDate

The date at which the discount factor is 1.

fn discount(&self, date: NaiveDate) -> Result<R, CurveError>

The discount factor to date.

fn log_discount(&self, date: NaiveDate) -> Result<R, CurveError>

The log discount factor to date.

fn discount_at_ordinal(&self, ordinal: i32) -> Result<R, CurveError>

The discount factor to the proleptic-Gregorian day number ordinal.

fn log_discount_at_ordinal(&self, ordinal: i32) -> Result<R, CurveError>

The log discount factor at ordinal; see discount_at_ordinal.

fn zero_rate(&self, date: NaiveDate) -> Result<R, CurveError>

The continuously-compounded zero rate to date.

fn forward_rate( &self, start: NaiveDate, end: NaiveDate, ) -> Result<R, CurveError>

The continuously-compounded forward rate between start and end.