Struct BootstrapConfig 

pub struct BootstrapConfig {
    pub tolerance: f64,
    pub max_iter: u32,
    pub bracket: f64,
    pub iterative: bool,
    pub iter_max: u32,
    pub iter_tol: f64,
}

Configuration for Bootstrap.

The defaults match the values documented in WORKING.md §3.10: tolerance = 1e-12, max_iter = 100, bracket = 0.5, iterative = true, iter_max = 8, iter_tol = 1e-14.

Examples

use regit_curves::bootstrap::BootstrapConfig;

let cfg = BootstrapConfig::default();
assert!((cfg.tolerance - 1e-12).abs() < 1e-18);
assert_eq!(cfg.max_iter, 100);
assert!((cfg.bracket - 0.5).abs() < 1e-15);
assert!(cfg.iterative);
assert_eq!(cfg.iter_max, 8);
assert!((cfg.iter_tol - 1e-14).abs() < 1e-20);

Fields

tolerance: f64

Per-leg residual tolerance handed to Brent as ftol.

max_iter: u32

Per-leg iteration cap handed to Brent as max_iter.

bracket: f64

Initial half-width of the discount-factor bracket. The bracket is [D_guess * exp(-bracket), D_guess * exp(+bracket)] and is widened on failure by doubling up to five times.

iterative: bool

Run the outer iteration for non-local interpolation methods. Has no effect for local methods (linear, log-linear, linear-in-zero, piecewise-constant forward, monotone cubic, Steffen).

iter_max: u32

Outer-iteration cap.

iter_tol: f64

Outer-iteration convergence tolerance on the maximum nodal change max_i |D_i^{new} - D_i^{old}|.

Trait Implementations

impl Clone for BootstrapConfig

fn clone(&self) -> BootstrapConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BootstrapConfig

impl Debug for BootstrapConfig

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

Formats the value using the given formatter.

impl Default for BootstrapConfig

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for BootstrapConfig

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for BootstrapConfig