Struct TermStructure 

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

Strictly maturity-ordered, non-decreasing ATM total-variance knots.

Examples

use regit_svi::TermStructure;

let term = TermStructure::try_from(vec![(0.5, 0.02), (1.0, 0.04)])?;
assert_eq!(term.len(), 2);
assert!(TermStructure::try_from(vec![(1.0, 0.04), (0.5, 0.02)]).is_err());

Implementations

impl TermStructure

pub fn new(knots: Vec<(Maturity, TotalVariance)>) -> Result<Self, ParamError>

Creates a term structure without sorting or repairing its input.

Errors

Returns ParamError::EmptyCollection for empty input, ParamError::NonPositiveTheta for a zero theta, ParamError::NotStrictlyIncreasing for unordered or duplicate maturities, or ParamError::DecreasingAtmVariance for decreasing ATM total variance. Typed knots already guarantee finiteness and maturity positivity.

pub fn knots(&self) -> &[(Maturity, TotalVariance)]

Returns the validated knots.

pub fn len(&self) -> usize

Returns the number of knots.

pub fn is_empty(&self) -> bool

Returns whether there are no knots; validated values are never empty.

Trait Implementations

impl Clone for TermStructure

fn clone(&self) -> TermStructure

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for TermStructure

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

Formats the value using the given formatter.

impl PartialEq for TermStructure

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for TermStructure

impl TryFrom<Vec<(f64, f64)>> for TermStructure

type Error = ParamError

The type returned in the event of a conversion error.

fn try_from(knots: Vec<(f64, f64)>) -> Result<Self, Self::Error>

Performs the conversion.