Struct YieldCurve 

pub struct YieldCurve {
    pub curve_name: String,
    pub tenors: Vec<f64>,
    pub interest_rates: Vec<f64>,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

Fields

curve_name: String

tenors: Vec<f64>

interest_rates: Vec<f64>

ts_event: UnixNanos

ts_init: UnixNanos

Implementations

impl YieldCurve

pub fn new( curve_name: String, tenors: Vec<f64>, interest_rates: Vec<f64>, ts_event: UnixNanos, ts_init: UnixNanos, ) -> Self

pub fn get_rate(&self, expiry_in_years: f64) -> f64

pub fn validate(&self) -> CorrectnessResult<()>

Validates that Self::get_rate can evaluate this curve.

Errors

Returns an error if tenors and interest_rates differ in length, hold two points or none, or hold a non-finite value, or if tenors does not strictly increase with each step wide enough to interpolate.

Trait Implementations

impl Clone for YieldCurve

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl CustomDataTrait for YieldCurve

fn type_name(&self) -> &'static str

Returns the type name for the custom data.

fn as_any(&self) -> &dyn Any

Returns the data as a dyn Any for downcasting.

fn ts_event(&self) -> UnixNanos

Returns the event timestamp (when the data occurred).

fn to_json(&self) -> Result<String>

Serializes the custom data to a JSON string.

fn clone_arc(&self) -> Arc<dyn CustomDataTrait>

Returns a cloned Arc of the custom data.

fn eq_arc(&self, other: &dyn CustomDataTrait) -> bool

Returns whether the custom data is equal to another.

fn to_pyobject(&self, py: Python<'_>) -> PyResult<Py<PyAny>>

Converts the custom data to a Python object.

fn type_name_static() -> &'static str

Returns the type name used in serialized form (e.g. in the "type" field).

fn from_json(value: Value) -> Result<Arc<dyn CustomDataTrait>>

Deserializes from a JSON value into an Arc’d trait object.

fn to_json_py(&self) -> Result<String>

Python-facing JSON serialization. Default implementation forwards to to_json. Override if a different behavior is needed for the Python API.

impl Debug for YieldCurve

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

Formats the value using the given formatter.

impl Default for YieldCurve

fn default() -> Self

Returns the “default value” for a type.

impl DerefToPyAny for YieldCurve

impl<'de> Deserialize<'de> for YieldCurve

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for YieldCurve

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

Formats the value using the given formatter.

impl<'a, 'py> FromPyObject<'a, 'py> for YieldCurve

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl HasTsInit for YieldCurve

fn ts_init(&self) -> UnixNanos

Returns the UNIX timestamp (nanoseconds) when the instance was created.

impl<'py> IntoPyObject<'py> for YieldCurve

type Target = YieldCurve

The Python output type

type Output = Bound<'py, <YieldCurve as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for YieldCurve

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PyClass for YieldCurve

const NAME: &str = "YieldCurve"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for YieldCurve

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = c"\x00"

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<YieldCurve as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<YieldCurve>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForYieldCurve

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for YieldCurve

const TEXT_SIGNATURE: &'static str = "(curve_name, tenors, interest_rates, ts_event, ts_init)"

impl PyStubType for YieldCurve

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for YieldCurve

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for YieldCurve

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for YieldCurve