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rustyqlib/core/
termstructure.rs

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