Struct LogLinearInterpolator 

pub struct LogLinearInterpolator { /* private fields */ }

Log-linear interpolation between data points.

Interpolates the natural logarithm of y values, then exponentiates the result. This is commonly used for discount factor interpolation as it:

• Guarantees positive interpolated values
• Produces piecewise constant forward rates

The interpolation formula is:

y(x) = exp(linear_interpolate(x, ln(y)))

Example

use convex_math::interpolation::{LogLinearInterpolator, Interpolator};

// Discount factors at different maturities
let times = vec![0.0, 1.0, 2.0, 3.0];
let discount_factors = vec![1.0, 0.97, 0.94, 0.91];

let interp = LogLinearInterpolator::new(times, discount_factors).unwrap();
let df = interp.interpolate(1.5).unwrap();
assert!(df > 0.0);  // Always positive

Implementations

impl LogLinearInterpolator

pub fn new(xs: Vec<f64>, ys: Vec<f64>) -> MathResult<Self>

Creates a new log-linear interpolator.

Arguments

• xs - X coordinates (must be sorted in ascending order)
• ys - Y coordinates (must all be positive)

Errors

Returns an error if:

• There are fewer than 2 points
• Lengths differ
• Any y value is non-positive

pub fn with_extrapolation(self) -> Self

Enables extrapolation beyond the data range.

pub fn y_values(&self) -> &[f64]

Returns the original y values.

Trait Implementations

impl Clone for LogLinearInterpolator

fn clone(&self) -> LogLinearInterpolator

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LogLinearInterpolator

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

Formats the value using the given formatter.

impl Interpolator for LogLinearInterpolator

fn interpolate(&self, x: f64) -> MathResult<f64>

Returns the interpolated value at x.

fn derivative(&self, x: f64) -> MathResult<f64>

Returns the first derivative at x.

fn allows_extrapolation(&self) -> bool

Returns true if extrapolation is allowed.

fn min_x(&self) -> f64

Returns the minimum x value in the data.

fn max_x(&self) -> f64

Returns the maximum x value in the data.

fn in_range(&self, x: f64) -> bool

Checks if x is within the interpolation range.