Enum Mark
enum Mark {
BaseCorrelation(Arc<BaseCorrelation>),
CmsSpreadCorrelation(CmsSpreadCorrelationCurve),
Scalar(f64),
Pair((f64, f64)),
}Expand description
One model mark as the store holds it: the payload a MarkId maps to.
A mark is a parameter someone chose rather than a curve calibrated from
instruments or a fact already printed — a correlation, a floor, a degree
of freedom, a watched scalar — and the identity decides its shape: a base
correlation is a curve over detachments, a CMS spread correlation a flat
mark or a term structure, a copula’s degrees of freedom a pair, the rest
one number.
Variants§
BaseCorrelation(Arc<BaseCorrelation>)
CmsSpreadCorrelation(CmsSpreadCorrelationCurve)
Scalar(f64)
Pair((f64, f64))
Implementations§
§impl Mark
impl Mark
fn parameter_count(&self) -> usize
fn extend_into(&self, out: &mut Vec<f64>)
fn extend_into(&self, out: &mut Vec<f64>)
Appends the mark’s parameters to out, in the order its labels name.
fn base_correlation(&self) -> Option<&Arc<BaseCorrelation>>
fn cms_spread_correlation(&self) -> Option<&CmsSpreadCorrelationCurve>
fn scalar(&self) -> Option<&f64>
fn pair(&self) -> Option<&(f64, f64)>
Trait Implementations§
Auto Trait Implementations§
impl Freeze for Mark
impl RefUnwindSafe for Mark
impl Send for Mark
impl Sync for Mark
impl Unpin for Mark
impl UnsafeUnpin for Mark
impl UnwindSafe for Mark
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more