Enum RateShift 

pub enum RateShift {
    ParallelAbsolute(f64),
    ParallelRelative(f64),
    KeyRateAbsolute {
        tenors: Vec<f64>,
        shifts: Vec<f64>,
    },
}

A shift applied to a curve by YieldCurve::bumped. Shifts act on the continuously compounded zero rates (the curve’s discount factors are re-derived exactly), independent of the curve’s quoting convention.

Variants

ParallelAbsolute(f64)

Add d to every continuous zero rate (e.g. 0.0001 = +1bp).

ParallelRelative(f64)

Scale every continuous zero rate by 1 + r.

KeyRateAbsolute

Key-rate bump: add shifts[i] to the continuous zero rate at pillar tenors[i] (year fractions, strictly increasing). Each tenor reuses the nearest existing pillar within KEY_RATE_TENOR_TOLERANCE; otherwise a pillar is inserted on the base curve first, so the bump is represented exactly. Off-pillar shape follows the curve’s own interpolation — no separate shift interpolation exists — which makes node bumps exactly additive: single-tenor bumps over the full pillar set sum to the parallel bump to machine precision.

Fields

tenors: Vec<f64>

shifts: Vec<f64>

Trait Implementations

impl Clone for RateShift

fn clone(&self) -> RateShift

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RateShift

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

Formats the value using the given formatter.

impl PartialEq for RateShift

fn eq(&self, other: &RateShift) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for RateShift