Struct PinnedSurvival 

pub struct PinnedSurvival {
    curve: Arc<Survival>,
    provenance: Option<Arc<CurveProvenance>>,
    refit: Option<Arc<SurvivalRefit>>,
}

A survival curve on its way into a market, with whatever ladder it carries — the credit twin of PinnedCurve, so a CalibratedSurvival pins the way a Calibrated does and a bare curve pins with no ladder.

Fields

curve: Arc<Survival>

provenance: Option<Arc<CurveProvenance>>

refit: Option<Arc<SurvivalRefit>>

Implementations

impl PinnedSurvival

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

This curve with provenance as its ladder.

Errors

ProvenanceMismatch if the ladder’s rung count differs from the curve’s parameter count.

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

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

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

The curve.

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

The ladder, when one was pinned.

Trait Implementations

impl Clone for PinnedSurvival

fn clone(&self) -> PinnedSurvival

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PinnedSurvival

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

Formats the value using the given formatter.

impl From<Arc<Survival>> for PinnedSurvival

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

A curve pinned on its own: no ladder.

impl From<CalibratedDensity> for PinnedSurvival

fn from(calibrated: CalibratedDensity) -> Self

A curve calibrated in default density pinned with the ladder it reprices and the refit that solves it again in density.

impl From<CalibratedSurvival> for PinnedSurvival

fn from(calibrated: CalibratedSurvival) -> Self

A bootstrapped curve pinned with the ladder it reprices.

impl From<Survival> for PinnedSurvival

fn from(curve: Survival) -> Self

Converts to this type from the input type.