Struct quantmath::data::fixings::FixingTable

pub struct FixingTable { /* fields omitted */ }

A fixing table is a collection of fixing curves, keyed by instrument id.

Methods

impl FixingTable

pub fn from_fixings(     fixings_known_until: Date,     fixings: &[(&str, &[(DateTime, f64)])] ) -> Result<FixingTable, Error>

Creates a fixing table, given a date to which fixings are known and an array of fixing curve data keyed by instrument id.

pub fn from_iter_known_until<T, U, V>(     fixings_known_until: Date,     iter: T ) -> Result<FixingTable, Error> where     T: IntoIterator<Item = (U, V)>,     U: AsRef<str>,     V: AsRef<[(DateTime, f64)]>,

Creates a fixing table from a source such as a HashMap iterator, or an iterator from a slice of pairs of ids and slices of Date

pub fn new(fixings_known_until: Date) -> FixingTable

Creates an empty fixing table, given a date to which fixings are known.

pub fn insert(&mut self, id: &str, fixings: Fixings) -> Result<(), Error>

Adds a fixings curve

pub fn get(&self, id: &str, date_time: DateTime) -> Result<Option<f64>, Error>

Tries to get a fixing for the given instrument and date. Returns None if it was absent today, or an error if it was absent in the past.

pub fn get_optional(&self, id: &str, date_time: DateTime) -> Option<f64>

Tries to get a fixing for the given instrument and date. Returns None if the fixing is not found.

pub fn get_fixings(&self, id: &str) -> Option<&Fixings>

Tries to get an entire fixing curve by id. Return None if there is none.

pub fn fixings_known_until(&self) -> Date

Gets the date to which fixings are known. Fixings on this date may or may not be known.

Trait Implementations

impl Debug for FixingTable

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

Formats the value using the given formatter.

impl Clone for FixingTable

fn clone(&self) -> FixingTable

Returns a copy of the value.

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

Performs copy-assignment from source.