Struct CreditEntry 

struct CreditEntry {
    curve: Arc<Survival>,
    recovery: Option<f64>,
}

An entity’s credit data as the market stores it.

Fields

curve: Arc<Survival>

recovery: Option<f64>

The stated recovery the curve is quoted against. Lifted: one parameter on the Recovery axis, so a product that settles default at the market recovery reports its sensitivity to it — with the curve held, as the bump analytic does. It rides with the curve rather than as a mark because a refit under a moved recovery needs both, and because reading one without the other hands back a curve whose units are unrecoverable.

Trait Implementations

impl Clone for CreditEntry

fn clone(&self) -> CreditEntry

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CreditEntry

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

Formats the value using the given formatter.

impl PartialEq for CreditEntry

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