MCPcopy Create free account
hub / github.com/MarcusRainbow/QuantMath / InterpolatedForward

Class InterpolatedForward

src/data/forward.rs:62–64  ·  view source on GitHub ↗

Forward as an interpolator. For example, this may be used for any asset including equities where we do not care about the dynamics. (Normally we represent an equity forward as a spot plus a dividend stream etc, so that we get the dynamics right as spot is bumped.)

Source from the content-addressed store, hash-verified

source not stored for this graph (policy: none)

Callers

nothing calls this directly

Calls

no outgoing calls

Tested by

no test coverage detected