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// use std::sync::Arc;
// use crate::{
// rates::{
// enums::Compounding,
// traits::{HasReferenceDate, YieldProvider},
// },
// time::{date::Date, enums::Frequency, period::Period},
// utils::errors::Result,
// };
// use super::traits::{AdvanceTermStructureInTime, YieldTermStructureTrait};
// /// # `CompositeTermStructure`
// /// Struct that defines a term structure made with a combination of two curves. It's defined as:
// /// $$
// /// df_{spreaded}(t) = df_{spread}(t) * df_{base}(t)
// /// $$
// ///
// /// # Example
// /// ```
// /// use rustatlas::prelude::*;
// /// use std::sync::Arc;
// /// let ref_date = Date::new(2021, 1, 1);
// ///
// /// let spread_curve = FlatForwardTermStructure::new(
// /// ref_date,
// /// 0.01,
// /// RateDefinition::default()
// /// );
// ///
// /// let base_curve = FlatForwardTermStructure::new(
// /// ref_date,
// /// 0.02,
// /// RateDefinition::default()
// /// );
// ///
// /// let spreaded_curve = CompositeTermStructure::new(Arc::new(spread_curve), Arc::new(base_curve));
// /// assert_eq!(spreaded_curve.reference_date(), ref_date);
// /// ```
// #[derive(Clone)]
// pub struct CompositeTermStructure {
// date_reference: Date, // reference_date
// spread_curve: Arc<dyn YieldTermStructureTrait>,
// base_curve: Arc<dyn YieldTermStructureTrait>,
// }
// impl CompositeTermStructure {
// /// Creates a new `CompositeTermStructure` by combining a spread curve and a base curve.
// pub fn new(
// spread_curve: Arc<dyn YieldTermStructureTrait>,
// base_curve: Arc<dyn YieldTermStructureTrait>,
// ) -> Self {
// Self {
// date_reference: base_curve.reference_date(),
// spread_curve,
// base_curve,
// }
// }
// /// Returns a reference to the spread curve.
// #[must_use]
// pub fn spread_curve(&self) -> &dyn YieldTermStructureTrait {
// self.spread_curve.as_ref()
// }
// /// Returns a reference to the base curve.
// #[must_use]
// pub fn base_curve(&self) -> &dyn YieldTermStructureTrait {
// self.base_curve.as_ref()
// }
// }
// impl HasReferenceDate for CompositeTermStructure {
// fn reference_date(&self) -> Date {
// self.date_reference
// }
// }
// impl YieldProvider for CompositeTermStructure {
// fn discount_factor(&self, date: Date) -> Result<f64> {
// let spread_discount_factor = self.spread_curve.discount_factor(date)?;
// let base_discount_factor = self.base_curve.discount_factor(date)?;
// let add_df = spread_discount_factor * base_discount_factor;
// Ok(add_df)
// }
// fn forward_rate(
// &self,
// start_date: Date,
// end_date: Date,
// comp: Compounding,
// freq: Frequency,
// ) -> Result<f64> {
// let spread_forward_rate = self
// .spread_curve
// .forward_rate(start_date, end_date, comp, freq)?;
// let base_forward_rate = self
// .base_curve
// .forward_rate(start_date, end_date, comp, freq)?;
// Ok(spread_forward_rate + base_forward_rate)
// }
// }
// /// # `AdvanceTermStructureInTime` for `CompositeTermStructure`
// impl AdvanceTermStructureInTime for CompositeTermStructure {
// fn advance_to_date(&self, date: Date) -> Result<Arc<dyn YieldTermStructureTrait>> {
// let base = self.base_curve().advance_to_date(date)?;
// let spread = self.spread_curve().advance_to_date(date)?;
// Ok(Arc::new(Self::new(spread, base)))
// }
// fn advance_to_period(&self, period: Period) -> Result<Arc<dyn YieldTermStructureTrait>> {
// let base = self.base_curve().advance_to_period(period)?;
// let spread = self.spread_curve().advance_to_period(period)?;
// Ok(Arc::new(Self::new(spread, base)))
// }
// }
// impl YieldTermStructureTrait for CompositeTermStructure {}
// #[cfg(test)]
// mod test {
// use std::sync::Arc;
// use crate::{
// rates::{
// enums::Compounding,
// interestrate::RateDefinition,
// traits::{HasReferenceDate, YieldProvider},
// yieldtermstructure::{
// compositetermstructure::CompositeTermStructure,
// flatforwardtermstructure::FlatForwardTermStructure,
// },
// },
// time::{date::Date, daycounter::DayCounter, enums::Frequency},
// };
// #[test]
// fn test_reference_date() {
// let spread_curve = Arc::new(FlatForwardTermStructure::new(
// Date::new(2020, 1, 1),
// 0.1,
// RateDefinition::new(
// DayCounter::Actual360,
// Compounding::Compounded,
// Frequency::Annual,
// ),
// ));
// let base_curve = Arc::new(FlatForwardTermStructure::new(
// Date::new(2020, 1, 1),
// 0.2,
// RateDefinition::new(
// DayCounter::Actual360,
// Compounding::Compounded,
// Frequency::Annual,
// ),
// ));
// let spreaded_curve = CompositeTermStructure::new(spread_curve, base_curve);
// assert!(spreaded_curve.reference_date() == Date::new(2020, 1, 1));
// }
// #[test]
// fn test_forward_rate() {
// let spread_curve = Arc::new(FlatForwardTermStructure::new(
// Date::new(2020, 1, 1),
// 0.01,
// RateDefinition::new(
// DayCounter::Actual360,
// Compounding::Compounded,
// Frequency::Annual,
// ),
// ));
// let base_curve = Arc::new(FlatForwardTermStructure::new(
// Date::new(2020, 1, 1),
// 0.02,
// RateDefinition::new(
// DayCounter::Actual360,
// Compounding::Compounded,
// Frequency::Annual,
// ),
// ));
// let spreaded_curve = CompositeTermStructure::new(spread_curve, base_curve);
// let fr = spreaded_curve.forward_rate(
// Date::new(2020, 1, 1),
// Date::new(2022, 1, 1),
// Compounding::Compounded,
// Frequency::Annual,
// );
// let fr =
// fr.unwrap_or_else(|e| panic!("forward_rate should succeed in test_forward_rate: {e}"));
// assert!((fr - 0.03).abs() < 0.0001);
// }
// #[test]
// fn test_discount_factor() {
// let spread_curve = Arc::new(FlatForwardTermStructure::new(
// Date::new(2020, 1, 1),
// 0.1,
// RateDefinition::new(
// DayCounter::Actual360,
// Compounding::Compounded,
// Frequency::Annual,
// ),
// ));
// let base_curve = Arc::new(FlatForwardTermStructure::new(
// Date::new(2020, 1, 1),
// 0.2,
// RateDefinition::new(
// DayCounter::Actual360,
// Compounding::Compounded,
// Frequency::Annual,
// ),
// ));
// let spreaded_curve = CompositeTermStructure::new(spread_curve, base_curve);
// let target_date = Date::new(2021, 1, 1);
// let df = spreaded_curve
// .discount_factor(target_date)
// .unwrap_or_else(|e| panic!("discount_factor failed: {e}"));
// let df_spread = spreaded_curve
// .spread_curve()
// .discount_factor(target_date)
// .unwrap_or_else(|e| panic!("discount_factor failed: {e}"));
// let df_base = spreaded_curve
// .base_curve()
// .discount_factor(target_date)
// .unwrap_or_else(|e| panic!("discount_factor failed: {e}"));
// let expected_df = df_spread * df_base;
// assert!((df - expected_df).abs() < 1e-10);
// }
// }