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hub / github.com/MarcusRainbow/QuantMath / ForwardFromPriceable

Class ForwardFromPriceable

src/instruments/mod.rs:446–450  ·  view source on GitHub ↗

Sometimes it is useful to treat a priceable as if it were a forward curve. The only issue is that a priceable takes a DateTime and a forward takes a date. We require the user to pass in a time of day, so we can convert.

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