Struct CurveSpline 

pub struct CurveSpline<'a> { /* private fields */ }

A natural cubic spline through the points of a Curve, solved once and read many times.

SplineInterpolation::spline_interpolate solves the tridiagonal system for the spline’s second derivatives on every call, so each read costs O(n) Decimal arithmetic. CurveSpline::new solves it once; each CurveSpline::interpolate then locates the segment by binary search and evaluates one cubic. Use it when one curve is read at many abscissas: a resampling, a chart, a smile lookup across a chain.

Same answers as spline_interpolate

spline.interpolate(x) returns exactly what curve.spline_interpolate(x) returns, to the last digit and including the error and its message: the same pre-checks run in the same order, the solve and the evaluation are the same code, and a curve whose system cannot be solved (a repeated abscissa, an overflowing step) reports that error on every read that reaches the solve, as spline_interpolate does.

The spline borrows the curve, so the curve cannot change while the solved system is in use.

Examples

use optionstratlib_math::curves::{Curve, CurveSpline, Point2D};
use optionstratlib_math::geometrics::SplineInterpolation;
use rust_decimal_macros::dec;

let curve = Curve::new(
    [(0, 0), (1, 1), (2, 4), (3, 9), (4, 16)]
        .into_iter()
        .map(|(x, y)| Point2D::new(x, y))
        .collect(),
);
let spline = CurveSpline::new(&curve);
for x in [dec!(0.5), dec!(1.25), dec!(3.9)] {
    assert_eq!(
        spline.interpolate(x).unwrap(),
        curve.spline_interpolate(x).unwrap()
    );
}
assert!(spline.interpolate(dec!(5)).is_err());

Implementations

impl<'a> CurveSpline<'a>

pub fn new(curve: &'a Curve) -> Self

Solves the natural cubic spline through curve’s points.

Never fails: a curve the spline cannot be built on reports why on each CurveSpline::interpolate call that needs the solve, exactly as SplineInterpolation::spline_interpolate would.

pub fn interpolate(&self, x: Decimal) -> Result<Point2D, InterpolationError>

Reads the spline at x.

Errors

The errors of SplineInterpolation::spline_interpolate at the same x, with the same messages:

• InterpolationError::Spline when the curve has fewer than three points, when x is outside its knots, or when a checked step leaves the Decimal range;
• InterpolationError::DegenerateInterval when several points sit at x, or when a repeated abscissa elsewhere collapses a knot interval.

Trait Implementations

impl<'a> Clone for CurveSpline<'a>

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl<'a> Debug for CurveSpline<'a>

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

Formats the value using the given formatter.