Enum Term 

enum Term {
    Rate(Arc<Curve>),
    RepoSpread {
        spread: Arc<Curve>,
        over: CurveId,
    },
    Survival(CreditEntry),
    Inflation(Arc<Inflation>),
    DiscountRatio {
        base: CurveId,
        numerator: CurveId,
        denominator: CurveId,
    },
}

One term structure as the store holds it: the payload a CurveId maps to. The identity’s role decides the arm — the four rate roles a rate curve, Credit a survival curve with its stated recovery, Inflation an inflation curve — which is what lets the three former stores be one map in the identity’s one order.

Variants

Rate(Arc<Curve>)

RepoSpread

A repo spread declared over a base: the spread is this key’s own curve (its parameters, its risk rows), and over is the key resolution composes it onto — a discount key, or another repo key.

Fields

spread: Arc<Curve>

over: CurveId

Survival(CreditEntry)

Inflation(Arc<Inflation>)

DiscountRatio

A discount ratio over three keys, D = D_base · D_numerator / D_denominator, composed at resolution: it owns no parameters, so its risk lands on the three keys it reads.

Fields

base: CurveId

numerator: CurveId

denominator: CurveId

Implementations

impl Term

fn parameter_count(&self) -> usize

fn extend_into(&self, out: &mut Vec<f64>)

Appends the curve’s parameters to out, in parameter_owners order.

fn labels(&self, id: &CurveId) -> Vec<MarketInputId>

The curve’s parameter labels as risk-vector keys under id.

fn adjoint_refusal(&self, id: &CurveId) -> Option<(CurveId, &'static str)>

Why the curve cannot report correct sensitivities, if it cannot.

fn rate(&self) -> Option<&Arc<Curve>>

The rate curve held — for a repo spread, the spread itself: the curve whose parameters this key owns.

fn repo_base(&self) -> Option<&CurveId>

The base a repo spread is declared over; None for a whole curve.

fn survival(&self) -> Option<&CreditEntry>

fn inflation(&self) -> Option<&Arc<Inflation>>

Trait Implementations

impl Clone for Term

fn clone(&self) -> Term

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Term

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

Formats the value using the given formatter.

impl PartialEq for Term

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