Enum ExtrapolationMethod 

pub enum ExtrapolationMethod {
    None,
    Flat,
    Linear,
    SmithWilson {
        ufr: f64,
        alpha: f64,
    },
}

Configuration for extrapolation beyond curve boundaries.

Variants

None

No extrapolation - return error outside range

Flat

Constant value from boundary

Linear

Linear continuation with boundary slope

SmithWilson

Smith-Wilson with UFR convergence

Fields

ufr: f64

Ultimate forward rate

alpha: f64

Convergence speed (alpha)

Trait Implementations

impl Clone for ExtrapolationMethod

fn clone(&self) -> ExtrapolationMethod

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ExtrapolationMethod

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

Formats the value using the given formatter.

impl Default for ExtrapolationMethod

fn default() -> ExtrapolationMethod

Returns the “default value” for a type.

impl PartialEq for ExtrapolationMethod

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for ExtrapolationMethod

impl StructuralPartialEq for ExtrapolationMethod