Struct DiscountCurve 

pub struct DiscountCurve(/* private fields */);

The curve money is discounted on.

A separate type from ForwardCurve on purpose: the two answer different questions and are not interchangeable, even when a market happens to use the same numbers for both.

Implementations

impl DiscountCurve

pub fn new(curve: YieldCurve) -> Self

pub fn curve(&self) -> &YieldCurve

pub fn discount_factor(&self, date: Date) -> Result<f64, ValuationContextError>

Trait Implementations

impl Clone for DiscountCurve

fn clone(&self) -> DiscountCurve

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DiscountCurve

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for DiscountCurve

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for DiscountCurve

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for DiscountCurve

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for DiscountCurve