Module curve_pin 

A calibration target on a curve’s own reading.

Every other rung is a trade whose value the ladder drives to its quote; a curve pin is the curve itself asked to take a stated reading at a date — a discount factor, or a continuously compounded zero rate. It is quoted as a price whose money per quote is one: the ladder solves the pillar so the reading equals the quote, and the provenance Jacobian is then the identity row a pinned node has.

Structs

CurvePin

A curve’s reading at a date, as an instrument: its value is the reading on the discount curve pinned under currency’s cash collateral.

Enums

CurveReading

Which reading of the curve a CurvePin states.