Struct FlatExtrapolator 

pub struct FlatExtrapolator;

Flat extrapolation - constant value from the last point.

This is the simplest extrapolation method, maintaining a constant value equal to the last observed point. It implies a flat forward rate curve beyond the last liquid point.

Properties

• Simple: No parameters to configure
• Conservative: No trend assumptions
• Discontinuous derivative: Slope becomes zero at boundary

Use Cases

• Short-term extrapolation where trend continuation is not desired
• Conservative scenarios
• Default fallback when no better method is available

Example

use convex_math::extrapolation::{FlatExtrapolator, Extrapolator};

let extrap = FlatExtrapolator;

// Last observed: 5% at 10 years with 0.1% slope
let rate = extrap.extrapolate(15.0, 10.0, 0.05, 0.001);
assert_eq!(rate, 0.05);  // Same as last value

Implementations

impl FlatExtrapolator

pub fn new() -> Self

Creates a new flat extrapolator.

Trait Implementations

impl Clone for FlatExtrapolator

fn clone(&self) -> FlatExtrapolator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FlatExtrapolator

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

Formats the value using the given formatter.

impl Default for FlatExtrapolator

fn default() -> FlatExtrapolator

Returns the “default value” for a type.

impl Extrapolator for FlatExtrapolator

fn extrapolate( &self, _t: f64, _last_t: f64, last_value: f64, _last_derivative: f64, ) -> f64

Extrapolates to time t given the last known point.

fn name(&self) -> &'static str

Returns the name of the extrapolation method.

impl Copy for FlatExtrapolator