Expand description
The data module.
Modules§
- context_
data - Context data structures and implementations. Contextual (reference) data container.
- curves
- Base curve data structure and implementations. Curves (in the financial sense) are functions that map a time to a value, such as a yield curve or a swap curve. They may also be known as term structures depending on the context. Curves module.
- io
- File reading and writing.
- market_
data - Market data structures and implementations. Market data container.
- yahoo
- Yahoo! Finance data reader. Module to fetch data from Yahoo! Finance, and store it in a Polars DataFrame object.
Structs§
- Context
Data - Contextual (reference) data.
- Context
Data Builder - Builder for
ContextData. - Curve
- Curve data structure.
- Data
- Data struct. Contains data format, the file path to the data, and the data itself.
- Discount
Curve - Discount curve data structure.
- Discount
Curve Builder - Builder for
DiscountCurve. - Flat
Curve - Flat curve data structure.
- Flat
Curve Builder - Builder for
FlatCurve. - Forward
Curve - Forward curve data structure.
- Forward
Curve Builder - Builder for
ForwardCurve. - Market
Data - Market data.
- Market
Data Builder - Builder for
MarketData. - Spot
Curve - Spot curve data structure.
- Spot
Curve Builder - Builder for
SpotCurve. - Yahoo
Finance Data - Yahoo! Finance data struct.
Enums§
- Context
Data Builder Error - Error type for ContextDataBuilder
- Data
Format - Data format enum. Currently supported formats are:
- Discount
Curve Builder Error - Error type for DiscountCurveBuilder
- Flat
Curve Builder Error - Error type for FlatCurveBuilder
- Forward
Curve Builder Error - Error type for ForwardCurveBuilder
- Market
Data Builder Error - Error type for MarketDataBuilder
- Returns
Type - Return type for the Yahoo! Finance data struct.
- Spot
Curve Builder Error - Error type for SpotCurveBuilder
Traits§
- Curve
Index - Curve index trait.
- Curves
- Generic trait for curves.
- Data
Reader - Data reader trait. Eagerly reads data from the source.
- Data
Scanner - Data scanner trait. Lazily scans data from the source.
- Data
Writer - Data writer trait.
- Yahoo
Finance Reader - Yahoo! Finance data reader trait.