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ThetaTermStructureParams

ferro_risk::surface

Enum ThetaTermStructureParams

#[non_exhaustive]pub enum ThetaTermStructureParams {
    PowerLaw {
        a: f64,
        b: f64,
    },
    LinearLogT {
        anchors: Vec<(SurfaceTenor, f64)>,
    },
    MonotoneSpline {
        anchors: Vec<(SurfaceTenor, f64)>,
    },
    MeanReverting {
        theta_inf: f64,
        tau: f64,
    },
}

Variants (Non-exhaustive)§

This enum is marked as non-exhaustive

PowerLaw

Fields

§a: f64

§b: f64

LinearLogT

Fields

§anchors: Vec<(SurfaceTenor, f64)>

MonotoneSpline

Fields

§anchors: Vec<(SurfaceTenor, f64)>

MeanReverting

Fields

§theta_inf: f64

§tau: f64

Trait Implementations§

impl Clone for ThetaTermStructureParams

fn clone(&self) -> ThetaTermStructureParams

1.0.0 (const: )§

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

impl Debug for ThetaTermStructureParams

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

impl PartialEq for ThetaTermStructureParams

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

1.0.0 (const: )§

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

impl StructuralPartialEq for ThetaTermStructureParams

Auto Trait Implementations§

impl Freeze for ThetaTermStructureParams

impl RefUnwindSafe for ThetaTermStructureParams

impl Send for ThetaTermStructureParams

impl Sync for ThetaTermStructureParams

impl Unpin for ThetaTermStructureParams

impl UnsafeUnpin for ThetaTermStructureParams

impl UnwindSafe for ThetaTermStructureParams

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

impl<T> From<T> for T

fn from(t: T) -> T

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

impl<T> ToOwned for T
where T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>