Newton-Raphson method used in Curve adaptation#7
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teensp1rit wants to merge 1 commit intocedra-library:mainfrom
Open
Newton-Raphson method used in Curve adaptation#7teensp1rit wants to merge 1 commit intocedra-library:mainfrom
teensp1rit wants to merge 1 commit intocedra-library:mainfrom
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- Some target function derivation attempts left as deprecated as it might get useful in future - HolidayStorage CountBusinessDays between two dates Signed-off-by: ilya <iliya.alimov@gmail.com>
bersen66
approved these changes
Feb 27, 2026
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В будущем может понадобиться PUBLIC, если код пользователя будет использовать компонент библиотеки:
cdr_cpp_library(
NAME math
HDRS
"newton_raphson/newton_raphson.h"
SRCS
"newton_raphson/newton_raphson.cc"
DEPS
cdr::base
cdr::types
PUBLIC # TO MAKE VISIBLE AFTER INSTALLING
)
| auto dpv_fixed = dPVFixed(curve, date, rate); | ||
| auto dpv_float = dPVFloat(curve, date, rate); | ||
| if (!dpv_fixed.has_value() || !dpv_float.has_value()) [[unlikely]] { | ||
| return std::nullopt; |
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Мб Expect-ом сделать? Чтобы яснее было в чем проблема на стороне юзера
| [[nodiscard]] std::optional<f64> IrsContract::dPVFixed(Curve *curve, const DateType& date, Percent rate) const noexcept { | ||
| const auto& pillars = curve->Pillars(); | ||
| auto node = pillars.find(date); | ||
| CDR_CHECK(node != pillars.end()) << "date should be present"; |
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Тут тоже, чтобы не дернулся std::terminate
| HolidayStorage* calendar_; | ||
| }; | ||
|
|
||
| class CurveBuilder { |
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Issue: #5