rateslib::curves

Trait CurveInterpolation

Source 
pub trait CurveInterpolation {
    // Required method
    fn interpolated_value(
        &self,
        nodes: &NodesTimestamp,
        date: &NaiveDateTime,
    ) -> Number;

    // Provided method
    fn node_index(&self, nodes: &NodesTimestamp, date_timestamp: i64) -> usize { ... }
}
Expand description

Assigns methods for returning values from datetime indexed Curves.

Required Methods§

Source

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.

Provided Methods§

Source

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

Get the left side node key index of the given datetime

Implementors§