Struct PinnedCurve 

pub struct PinnedCurve {
    curve: Arc<Curve>,
    provenance: Option<Arc<CurveProvenance>>,
    refit: Option<Arc<CurveRefit>>,
}

A curve on its way into a market, together with whatever it knows about how it was built.

The pinning builders take impl Into<PinnedCurve> rather than a curve and a separate provenance argument, so what is pinned decides whether a ladder comes with it: an Arc<Curve> has no ladder and says so, a Calibrated carries its own. A caller can still pin a solved curve bare by unwrapping the calibration first, but that is an explicit act rather than an omitted argument.

Fields

curve: Arc<Curve>

provenance: Option<Arc<CurveProvenance>>

refit: Option<Arc<CurveRefit>>

Implementations

impl PinnedCurve

pub fn with_provenance( self, provenance: Arc<CurveProvenance>, ) -> Result<Self, ProvenanceMismatch>

This curve pinned with a ladder taken from elsewhere — the seam a caller uses to pin one solved curve under a second role, sharing the first pinning’s handle rather than copying the ladder.

Errors

ProvenanceMismatch when the ladder’s rung count is not the curve’s parameter count, so a mis-paired ladder never reaches a market.

pub fn with_refit(self, refit: Arc<CurveRefit>) -> Self

This pin with what the curve was calibrated from, so a market holding it can solve it again from moved quotes.

pub fn refit(&self) -> Option<&Arc<CurveRefit>>

What the curve was calibrated from, when it came from a calibration.

pub fn curve(&self) -> &Arc<Curve>

The curve handle.

pub fn provenance(&self) -> Option<&Arc<CurveProvenance>>

The ladder, where one came with it.

Trait Implementations

impl Clone for PinnedCurve

fn clone(&self) -> PinnedCurve

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PinnedCurve

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

Formats the value using the given formatter.

impl From<Arc<Curve>> for PinnedCurve

fn from(curve: Arc<Curve>) -> Self

A curve pinned on its own: no ladder, because a bare curve does not know one.

impl From<Calibrated> for PinnedCurve

fn from(calibrated: Calibrated) -> Self

A solved curve pinned with the ladder it reprices.

impl From<Curve> for PinnedCurve

fn from(curve: Curve) -> Self

Converts to this type from the input type.