DiscountCurveBuilder

RustQuant::data

Struct DiscountCurveBuilder 

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pub struct DiscountCurveBuilder<I, C>
where
    I: CurveIndex,
    C: Calendar,
{ /* private fields */ }
Expand description

Builder for DiscountCurve.

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impl<I, C> DiscountCurveBuilder<I, C>
where I: Clone + CurveIndex, C: Clone + Calendar,

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pub fn curve(&mut self, value: Curve<I>) -> &mut DiscountCurveBuilder<I, C>

Map of dates and rates.

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pub fn calendar(&mut self, value: Option<C>) -> &mut DiscountCurveBuilder<I, C>

Calendar.

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pub fn day_count_convention( &mut self, value: Option<DayCountConvention>, ) -> &mut DiscountCurveBuilder<I, C>

Day count convention.

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pub fn date_rolling_convention( &mut self, value: Option<DateRollingConvention>, ) -> &mut DiscountCurveBuilder<I, C>

Date rolling convention.

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pub fn nss( &mut self, value: NelsonSiegelSvensson, ) -> &mut DiscountCurveBuilder<I, C>

Nelson-Siegel-Svensson parameters. Backend for fitting the curve to interpolate missing rates.

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pub fn fitted(&mut self, value: bool) -> &mut DiscountCurveBuilder<I, C>

Whether the curve has been fitted.

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pub fn fitted_curve( &mut self, value: Option<Curve<I>>, ) -> &mut DiscountCurveBuilder<I, C>

Fitted curve.

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pub fn build(&self) -> Result<DiscountCurve<I, C>, DiscountCurveBuilderError>

Builds a new DiscountCurve.

§Errors

If a required field has not been initialized.

Trait Implementations§

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impl<I, C> Clone for DiscountCurveBuilder<I, C>
where I: Clone + CurveIndex, C: Clone + Calendar,

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fn clone(&self) -> DiscountCurveBuilder<I, C>

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<I, C> Default for DiscountCurveBuilder<I, C>
where I: Clone + CurveIndex, C: Clone + Calendar,

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fn default() -> DiscountCurveBuilder<I, C>

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl<I, C> Freeze for DiscountCurveBuilder<I, C>
where C: Freeze,

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impl<I, C> RefUnwindSafe for DiscountCurveBuilder<I, C>
where C: RefUnwindSafe, I: RefUnwindSafe,

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impl<I, C> Send for DiscountCurveBuilder<I, C>
where C: Send, I: Send,

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impl<I, C> Sync for DiscountCurveBuilder<I, C>
where C: Sync, I: Sync,

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impl<I, C> Unpin for DiscountCurveBuilder<I, C>
where C: Unpin,

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impl<I, C> UnwindSafe for DiscountCurveBuilder<I, C>
where C: UnwindSafe, I: RefUnwindSafe,

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where T: 'static + ?Sized,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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