Struct LinearCurve 

pub struct LinearCurve { /* private fields */ }

Piecewise-linear interpolation between anchor points. Extrapolates flat outside the observed range.

O(log n) evaluation via binary search.

Implementations

impl LinearCurve

pub fn fit(points: &[(f64, f64)]) -> Result<Self, YieldCurveError>

Fits from (t_years, rate) anchor points. Requires at least 2 points.

Trait Implementations

impl Clone for LinearCurve

fn clone(&self) -> LinearCurve

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for LinearCurve

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

Formats the value using the given formatter.

impl YieldCurveInterpolator for LinearCurve

fn rate_at(&self, t_years: f64) -> f64

Interpolated rate at t_years. Returns the boundary rate if t_years falls outside the observed range.

fn method_name(&self) -> &'static str

Stable identifier for the method (e.g. "linear", "cubic_spline", "nelson_siegel", "svensson"). Useful for tagging response payloads.

fn observed_range(&self) -> (f64, f64)

The (min, max) t_years range observed in the fitted data. Callers can use this to mark whether a requested vertex is an interpolation or an extrapolation.