Module rateslib::curves

Create curves for calculating interest rates and discount factors.

Structs

• CurveDF
  Default struct for storing datetime indexed discount factors (DFs).
• FlatBackwardInterpolator
  Define flat backward interpolation of nodes.
• FlatForwardInterpolator
  Define flat forward interpolation of nodes.
• LinearInterpolator
  Define linear interpolation of nodes.
• LinearZeroRateInterpolator
  Define linear zero rate interpolation of nodes.
• LogLinearInterpolator
  Define log-linear interpolation of nodes.
• NullInterpolator
  Define a null interpolation object.

Enums

• Nodes
  Datetime indexed values of a specific ADOrder.

Traits

• CurveInterpolation
  Assigns methods for returning values from datetime indexed Curves.