Struct LinearZeroRateInterpolator

pub struct LinearZeroRateInterpolator {}

Define linear zero rate interpolation of nodes.

This interpolation can only be used with discount factors node values.

Implementations

impl LinearZeroRateInterpolator

pub fn new() -> Self

pub fn __setstate__(&mut self, state: Bound<'_, PyBytes>) -> PyResult<()>

pub fn __getstate__<'py>( &self, py: Python<'py>, ) -> PyResult<Bound<'py, PyBytes>>

pub fn __getnewargs__<'py>( &self, py: Python<'py>, ) -> PyResult<Bound<'py, PyTuple>>

Trait Implementations

impl Clone for LinearZeroRateInterpolator

fn clone(&self) -> LinearZeroRateInterpolator

Returns a copy of the value.

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

Performs copy-assignment from source.

impl CurveInterpolation for LinearZeroRateInterpolator

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

Get a value from the curve’s Nodes expressed in its input form, i.e. discount factor or value.

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

Get the left side node key index of the given datetime

impl Debug for LinearZeroRateInterpolator

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for LinearZeroRateInterpolator

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'py> IntoPyObject<'py> for LinearZeroRateInterpolator

type Target = LinearZeroRateInterpolator

The Python output type

type Output = Bound<'py, <LinearZeroRateInterpolator 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 LinearZeroRateInterpolator

fn eq(&self, other: &LinearZeroRateInterpolator) -> 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 PyClass for LinearZeroRateInterpolator

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for LinearZeroRateInterpolator

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<LinearZeroRateInterpolator>

This handles following two situations:

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<LinearZeroRateInterpolator> for PyClassImplCollector<LinearZeroRateInterpolator>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a LinearZeroRateInterpolator

type Holder = Option<PyRef<'py, LinearZeroRateInterpolator>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut LinearZeroRateInterpolator

type Holder = Option<PyRefMut<'py, LinearZeroRateInterpolator>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<LinearZeroRateInterpolator> for PyClassImplCollector<LinearZeroRateInterpolator>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for LinearZeroRateInterpolator

const NAME: &'static str = "LinearZeroRateInterpolator"

Class name.

const MODULE: Option<&'static str>

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 LinearZeroRateInterpolator

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for LinearZeroRateInterpolator

impl StructuralPartialEq for LinearZeroRateInterpolator