quantmath 0.1.0

A library of quantitative maths and a framework for quantitative valuation and risk
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use data::bumpspot::BumpSpot;
use data::bumpdivs::BumpDivs;
use data::bumpvol::BumpVol;
use data::bumpyield::BumpYield;
use data::bumpspotdate::BumpSpotDate;

/// Enumeration spanning all bumps of market data
pub enum Bump {
    Spot ( String, BumpSpot ),
    Divs ( String, BumpDivs ),
    Borrow ( String, BumpYield ),
    Vol ( String, BumpVol ),
    Yield ( String, BumpYield ),
    SpotDate ( BumpSpotDate )
}

impl Bump {
    pub fn new_spot(id: &str, bump: BumpSpot) -> Bump {
        Bump::Spot ( id.to_string(), bump )
    }

    pub fn new_divs(id: &str, bump: BumpDivs) -> Bump {
        Bump::Divs ( id.to_string(), bump )
    }

    pub fn new_borrow(id: &str, bump: BumpYield) -> Bump {
        Bump::Borrow ( id.to_string(), bump )
    }

    pub fn new_vol(id: &str, bump: BumpVol) -> Bump {
        Bump::Vol ( id.to_string(), bump )
    }

    pub fn new_yield(credit_id: &str, bump: BumpYield) -> Bump {
        Bump::Yield ( credit_id.to_string(), bump )
    }

    pub fn new_spot_date(bump: BumpSpotDate) -> Bump {
        Bump::SpotDate ( bump )
    }
}

/// An interface for applying bumps
pub trait Bumper<T> {
    /// Applies the bump to the old value, returning the new value
    fn apply(&self, old_value: T) -> T;
}