Struct CurveDF

pub struct CurveDF<T: CurveInterpolation, U: DateRoll> { /* private fields */ }

Default struct for storing datetime indexed discount factors (DFs).

Implementations

impl<T: CurveInterpolation, U: DateRoll> CurveDF<T, U>

pub fn try_new( nodes: Nodes, interpolator: T, id: &str, convention: Convention, modifier: Modifier, index_base: Option<f64>, calendar: U, ) -> Result<Self, PyErr>

pub fn ad(&self) -> ADOrder

Get the ADOrder of the Curve.

pub fn interpolated_value(&self, date: &NaiveDateTime) -> Number

pub fn node_index(&self, date_timestamp: i64) -> usize

pub fn set_ad_order(&mut self, ad: ADOrder) -> Result<(), PyErr>

pub fn index_value(&self, date: &NaiveDateTime) -> Result<Number, PyErr>

Trait Implementations

impl<T: Clone + CurveInterpolation, U: Clone + DateRoll> Clone for CurveDF<T, U>

fn clone(&self) -> CurveDF<T, U>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<T: Debug + CurveInterpolation, U: Debug + DateRoll> Debug for CurveDF<T, U>

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

Formats the value using the given formatter.

impl<'de, T, U> Deserialize<'de> for CurveDF<T, U>

where T: Deserialize<'de> + CurveInterpolation, U: Deserialize<'de> + DateRoll,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<T, U> JSON for CurveDF<T, U>

where T: CurveInterpolation + for<'a> Deserialize<'a> + Serialize, U: DateRoll + for<'a> Deserialize<'a> + Serialize,

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

Return a JSON string representing the object.

fn from_json(json: &str) -> Result<Self>

Create an object from a JSON string representation.

impl<T: PartialEq + CurveInterpolation, U: PartialEq + DateRoll> PartialEq for CurveDF<T, U>

fn eq(&self, other: &CurveDF<T, U>) -> 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<T, U> Serialize for CurveDF<T, U>

where T: Serialize + CurveInterpolation, U: Serialize + DateRoll,

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<T: CurveInterpolation, U: DateRoll> StructuralPartialEq for CurveDF<T, U>