Struct quantmath::risk::bumptime::BumpTime

pub struct BumpTime { /* fields omitted */ }

Bump that defines all the supported bumps to the spot date and ex-from date. This bump has to live in risk rather than data, because it affects all market data, not just one curve at a time.

Methods

impl BumpTime

pub fn new(     spot_date: Date,     ex_from: Date,     spot_dynamics: SpotDynamics ) -> BumpTime

pub fn apply(     &self,     instruments: &mut Vec<(f64, RcInstrument)>,     bumpable: &mut Bumpable ) -> Result<bool, Error>

Applies the bump to the list of instruments. If the list of instruments has not changed, it also applies the bump to the model. If the list of instruments has changed, the model will need to be completely rebuilt. In that case, the method returns true.

pub fn update_instruments(     &self,     instruments: &mut Vec<(f64, RcInstrument)>,     context: &PricingContext,     dependencies: &DependencyCollector ) -> Result<bool, Error>

Creates a fixing table representing any fixings between the old and new spot dates, and applies it to the instruments, modifying the vector if necessary. If any have changed, returns true.

Trait Implementations

impl Clone for BumpTime

fn clone(&self) -> BumpTime

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for BumpTime

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

Formats the value using the given formatter.