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rustyqlib/core/
termstructure.rs

1use chrono::{DateTime, Local, NaiveDate};
2#[derive(Debug)]
3pub struct YieldTermStructure<T> {
4    pub date: Vec<T>,
5    pub rates: Vec<f64>
6}
7impl<T> YieldTermStructure<T> {
8    pub fn new(date: Vec<T>, rates: Vec<f64>) -> YieldTermStructure<T> {
9        YieldTermStructure {
10            date,
11            rates
12        }
13    }
14}
15