Struct Market 

pub struct Market { /* private fields */ }

A market snapshot: valuation date plus a typed store of market data, shared across a book. See the module docs for the design.

Implementations

impl Market

pub fn new(valuation_date: NaiveDate) -> Self

pub fn valuation_date(&self) -> NaiveDate

pub fn insert<K: MarketKey>(&mut self, key: K, value: K::Value)

Add or replace the datum at key.

pub fn with<K: MarketKey>(self, key: K, value: K::Value) -> Self

Chainable insert, for building markets by hand.

pub fn try_get<K: MarketKey>(&self, key: &K) -> Option<&K::Value>

The datum at key, or None when absent.

pub fn get<K: MarketKey>(&self, key: &K) -> Result<&K::Value>

The datum at key, or a typed MissingMarketData error naming the key (e.g. Spot("ACME")).

pub fn contains<K: MarketKey>(&self, key: &K) -> bool

pub fn keys<K: MarketKey>(&self) -> impl Iterator<Item = &K>

Every key of type K in the store (in no particular order).

pub fn len(&self) -> usize

Total number of stored data across all key types.

pub fn is_empty(&self) -> bool

impl Market

pub fn bumped(&self, shocks: &[Shock]) -> Result<Market>

Apply a scenario, returning the bumped market. Shocks apply in order, each to the market produced by the previous one; each datum performs its own bump (VolSurface::bumped, YieldCurve::bumped). Spot/vol shocks honour the underlying filter; rate shocks hit every discount curve; time shocks advance the valuation date and must be absolute (in days).

Trait Implementations

impl Clone for Market

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Market

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

Formats the value using the given formatter.