Enum Overlay 

enum Overlay<'a, R: Scalar> {
    Product(ResolvedCurve<'a, R>),
    Simple(Vec<ResolvedCurve<'a, R>>),
}

What resolution composes onto a curve.

Two rules, on purpose. A security spread multiplies discount factors, so logs add. A repo spread is a desk’s simple spread and adds in simple-rate space: 1/P = 1/P_base + Σ s_k·τ_k. Under the product rule a base move with the spread held would drift the spread the desk marked; under this one it holds exactly, and the spreads of a special-over-GC chain simply add. Neither rule is stored: both exist only here, at resolution.

Variants

Product(ResolvedCurve<'a, R>)

A security spread: the discount factor is the product of the two.

Simple(Vec<ResolvedCurve<'a, R>>)

A repo spread chain, each a RepoSpread resolved on its own key, so its parameters keep their own risk rows.

Implementations

impl<'a, R: Scalar> Overlay<'a, R>

fn passive(&self) -> Overlay<'a, f64>

Trait Implementations

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

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

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

Formats the value using the given formatter.