model

package

v0.0.0-...-32b4908 Latest Latest Go to latest Published: May 19, 2023 License: MIT Imports: 4 Imported by: 0

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type Discrete struct {
	// contains filtered or unexported fields
}

func NewDiscrete(tvs ...TenorValue) (Discrete, error)

type Tenor int

const (
	ON Tenor = iota
	W1
	M1
	M3
	M6
	M12
)

func (t Tenor) Value() float64

type TenorValue struct {
	// contains filtered or unexported fields
}

func NewTenorValue(tenor Tenor, value float64) TenorValue