nautilus_model::data::greeks

Struct YieldCurveData

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pub struct YieldCurveData {
    pub ts_init: UnixNanos,
    pub ts_event: UnixNanos,
    pub curve_name: String,
    pub tenors: Vec<f64>,
    pub interest_rates: Vec<f64>,
}

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§ts_init: UnixNanos§ts_event: UnixNanos§curve_name: String§tenors: Vec<f64>§interest_rates: Vec<f64>

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impl YieldCurveData

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pub fn new( ts_init: UnixNanos, ts_event: UnixNanos, curve_name: String, tenors: Vec<f64>, interest_rates: Vec<f64>, ) -> Self

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pub fn get_rate(&self, expiry_in_years: f64) -> f64

Trait Implementations§

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impl Clone for YieldCurveData

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fn clone(&self) -> YieldCurveData

Returns a duplicate of the value. Read more
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const fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for YieldCurveData

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

Formats the value using the given formatter. Read more
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impl Default for YieldCurveData

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl Display for YieldCurveData

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

Formats the value using the given formatter. Read more
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impl GetTsInit for YieldCurveData

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fn ts_init(&self) -> UnixNanos

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

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where T: ?Sized,

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impl<T> BorrowMut<T> for T
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fn borrow_mut(&mut self) -> &mut T

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

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Separable for T
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fn separate_by_policy(&self, policy: SeparatorPolicy<'_>) -> String

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

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type Owned = T

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fn to_owned(&self) -> T

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

Uses borrowed data to replace owned data, usually by cloning. Read more
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type Error = Infallible

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Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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fn vzip(self) -> V

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