@insiderfinance/totalfinance/fixed-income/artifacts

value

CURVE_MODEL_FAMILIES

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const CURVE_MODEL_FAMILIES: readonly CurveModelFamily[];

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

type

CalibrationOf

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export type CalibrationOf<F extends CurveModelFamily> = CurveCalibrations[F];

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

CurveCalibrations

The direct bootstrap's input per family, verbatim (live curves where the bootstrap takes them).

/** The direct bootstrap's input per family, verbatim (live curves where the bootstrap takes them). */
export interface CurveCalibrations {
    'discount-curve': {
        instruments: BootstrapInstrument[];
        options: BootstrapOptions;
    };
    'projection-curve': {
        instruments: BootstrapInstrument[];
        options: ProjectionBootstrapOptions;
    };
    'multi-curve': {
        options: MultiCurveBootstrapOptions;
    };
    'hazard-curve': {
        quotes: CdsQuote[];
        options: HazardBootstrapOptions;
    };
}

Fields, parameters & returned members (87)

Name / type	Meaning & unit	Optional / default
`discount-curve` `{ instruments: BootstrapInstrument[]; options: BootstrapOptions; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instruments` `BootstrapInstrument[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.options` `BootstrapOptions`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	Curve day count (default `ACT/365F`). count (integer)	Optional No @default declared; consult the signature and description.
`discount-curve.options.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.options.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.options.referenceDate` `string`	Curve reference/settlement date (t = 0). calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve` `{ quotes: CdsQuote[]; options: HazardBootstrapOptions; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options` `HazardBootstrapOptions`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.accrualOnDefault` `boolean`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Optional No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.addSpread` `(spread: YieldCurve) => YieldCurve`	Combine with a term-structure spread curve: the continuous zeros ADD at each tenor (equivalently discount factors multiply, `D(t)·D_spread(t)`). Unions both curves' pillar tenors so the spread's shape — not just a level — is preserved. Used to discount over `benchmark + spread` (e.g. OIS + a sector/rating spread) while keeping curve construction out of leaf entrypoints. unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.addSpread(spread)` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.bumpPillar` `(index: number, delta: number) => YieldCurve`	Bump a single pillar's continuous zero by `delta` (key-rate risk). unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.bumpPillar(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.bumpPillar(index)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.discount` `(at: string \| number) => number`	Discount factor to a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.discount(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.forwardRate` `(from: string \| number, to: string \| number, dayCount?: import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount) => number`	Simple (money-market) forward rate between two times/dates under `dayCount`. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.forwardRate(dayCount)` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.forwardRate(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.forwardRate(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.instantaneousForward` `(at: string \| number) => number`	Instantaneous (continuously-compounded) forward rate at a time/date. unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.instantaneousForward(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.pillars` `readonly import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.shift` `(delta: number) => YieldCurve`	Parallel shift of every pillar's continuous zero by `delta` (e.g. +0.0001 = +1bp). unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.shift(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.timeTo` `(at: string \| number) => number`	Year fraction from the reference date to a date (or pass a number through unchanged). unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.timeTo(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.zeroRate` `(at: string \| number, compounding?: import('@insiderfinance/totalfinance/core').InterestCompounding) => number`	Zero rate to a date or year fraction, in the requested compounding (default continuous). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.zeroRate(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.zeroRate(compounding)` `import('@insiderfinance/totalfinance/core').InterestCompounding \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.zeroRate(compounding).periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.zeroRate(compounding).type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.frequency` `import('@insiderfinance/totalfinance/fixed-income').Frequency`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.protectionSteps` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.recovery` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.quotes` `CdsQuote[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve` `{ options: MultiCurveBootstrapOptions; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options` `MultiCurveBootstrapOptions`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	Curve day count (default `ACT/365F`). count (integer)	Optional No @default declared; consult the signature and description.
`multi-curve.options.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.ois` `BootstrapInstrument[]`	Instruments defining the OIS discount curve (self-discounting). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.projection` `BootstrapInstrument[]`	Instruments defining the index projection curve (discounted on the OIS curve). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.referenceDate` `string`	Curve reference/settlement date (t = 0). calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`projection-curve` `{ instruments: BootstrapInstrument[]; options: ProjectionBootstrapOptions; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instruments` `BootstrapInstrument[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options` `ProjectionBootstrapOptions`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	Curve day count (default `ACT/365F`). count (integer)	Optional No @default declared; consult the signature and description.
`projection-curve.options.discountCurve` `YieldCurve`	The (OIS) discount curve. Each par swap discounts its legs on THIS curve while its floating forwards project off the curve being built — the post-2008 dual-curve convention. Build it first with {@link bootstrap} (self-discounting OIS), then pass it here. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.addSpread` `(spread: YieldCurve) => YieldCurve`	Combine with a term-structure spread curve: the continuous zeros ADD at each tenor (equivalently discount factors multiply, `D(t)·D_spread(t)`). Unions both curves' pillar tenors so the spread's shape — not just a level — is preserved. Used to discount over `benchmark + spread` (e.g. OIS + a sector/rating spread) while keeping curve construction out of leaf entrypoints. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.addSpread(spread)` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.bumpPillar` `(index: number, delta: number) => YieldCurve`	Bump a single pillar's continuous zero by `delta` (key-rate risk). unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.bumpPillar(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.bumpPillar(index)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.discount` `(at: string \| number) => number`	Discount factor to a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.discount(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.forwardRate` `(from: string \| number, to: string \| number, dayCount?: import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount) => number`	Simple (money-market) forward rate between two times/dates under `dayCount`. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.forwardRate(dayCount)` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.forwardRate(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.forwardRate(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.instantaneousForward` `(at: string \| number) => number`	Instantaneous (continuously-compounded) forward rate at a time/date. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.instantaneousForward(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.pillars` `readonly import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.shift` `(delta: number) => YieldCurve`	Parallel shift of every pillar's continuous zero by `delta` (e.g. +0.0001 = +1bp). unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.shift(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.timeTo` `(at: string \| number) => number`	Year fraction from the reference date to a date (or pass a number through unchanged). unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.timeTo(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.zeroRate` `(at: string \| number, compounding?: import('@insiderfinance/totalfinance/core').InterestCompounding) => number`	Zero rate to a date or year fraction, in the requested compounding (default continuous). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.zeroRate(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.zeroRate(compounding)` `import('@insiderfinance/totalfinance/core').InterestCompounding \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.zeroRate(compounding).periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.zeroRate(compounding).type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.options.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.options.referenceDate` `string`	Curve reference/settlement date (t = 0). calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

CurveEvaluationDifference

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface CurveEvaluationDifference {
    measure: string;
    unit: string;
    grid: Array<Record<string, number | string>>;
    comparedCount: number;
    nullCount: number;
    maximumAbsoluteDifference: number | null;
    rootMeanSquareDifference: number | null;
    placement: string;
}

Fields, parameters & returned members (8)

Name / type	Meaning & unit	Optional / default
`comparedCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`grid` `Record<string, string \| number>[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`maximumAbsoluteDifference` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`measure` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`nullCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`placement` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`rootMeanSquareDifference` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`unit` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

CurveEvaluations

What `evaluateFittedModel` takes per family — the restored curve's own query, at dates.

/** What `evaluateFittedModel` takes per family — the restored curve's own query, at dates. */
export interface CurveEvaluations {
    'discount-curve': {
        dates: string[];
        measure: YieldCurveMeasure;
    };
    'projection-curve': {
        dates: string[];
        measure: YieldCurveMeasure;
    };
    'multi-curve': {
        curve: 'discountCurve' | 'forecastCurve';
        dates: string[];
        measure: YieldCurveMeasure;
    };
    'hazard-curve': {
        dates: string[];
        measure: SurvivalCurveMeasure;
    };
}

Fields, parameters & returned members (13)

Name / type	Meaning & unit	Optional / default
`discount-curve` `{ dates: string[]; measure: YieldCurveMeasure; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.dates` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.measure` `YieldCurveMeasure`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve` `{ dates: string[]; measure: SurvivalCurveMeasure; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.dates` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.measure` `SurvivalCurveMeasure`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve` `{ curve: 'discountCurve' \| 'forecastCurve'; dates: string[]; measure: YieldCurveMeasure; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.curve` `'discountCurve' \| 'forecastCurve'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.dates` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.measure` `YieldCurveMeasure`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve` `{ dates: string[]; measure: YieldCurveMeasure; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.dates` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.measure` `YieldCurveMeasure`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

CurveFits

The stored fit per family: the live result's own data members.

/** The stored fit per family: the live result's own data members. */
export interface CurveFits {
    'discount-curve': YieldCurveData;
    'projection-curve': YieldCurveData;
    'multi-curve': {
        discountCurve: YieldCurveData;
        forecastCurve: YieldCurveData;
    };
    'hazard-curve': SurvivalCurveData;
}

Fields, parameters & returned members (33)

Name / type	Meaning & unit	Optional / default
`discount-curve` `YieldCurveData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.pillars` `import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.zeroRateAtOrigin` `import('@insiderfinance/totalfinance/fixed-income/artifacts').ZeroRateAtOrigin`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve` `SurvivalCurveData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.pillars` `import('@insiderfinance/totalfinance/fixed-income').SurvivalPillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`multi-curve` `{ discountCurve: YieldCurveData; forecastCurve: YieldCurveData; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve` `YieldCurveData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.pillars` `import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.zeroRateAtOrigin` `import('@insiderfinance/totalfinance/fixed-income/artifacts').ZeroRateAtOrigin`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve` `YieldCurveData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.pillars` `import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.zeroRateAtOrigin` `import('@insiderfinance/totalfinance/fixed-income/artifacts').ZeroRateAtOrigin`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve` `YieldCurveData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.pillars` `import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.zeroRateAtOrigin` `import('@insiderfinance/totalfinance/fixed-income/artifacts').ZeroRateAtOrigin`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

CurveFittedModelReport

The typed report every curve verb reads and writes — the artifact's `result`, verbatim.

/** The typed report every curve verb reads and writes — the artifact's `result`, verbatim. */
export type CurveFittedModelReport<F extends CurveModelFamily = CurveModelFamily> = Readonly<Record<string, unknown>> & {
    family: F;
    modelVersion: number;
    summary: FittedModelSummary;
    /** The bootstrap's result as its own data (restored exactly by the public constructors). */
    fit: FitOf<F>;
    /** The bootstrap's input, verbatim, with live curves as their data and referenced row sets as handles. */
    calibration: StoredCalibrationOf<F>;
    referencedData: Record<string, TableHandle>;
    assumptions: {
        conventionsVersion: string;
        family: F;
        modelVersion: number;
        calibrator: string;
        evaluator: string | null;
        inputPolicy: 'embedded' | 'referenced';
        /** The curve's currency — a stored curve without a unit is a number without one. */
        currency: string;
        projection: string;
    };
    diagnostics: {
        warnings: QuantWarning[];
        fitWarningCount: number;
        embeddedCalibrationBytes: number;
        referencedRowSets: string[];
    };
};

Fields, parameters & returned members (47)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ conventionsVersion: string; family: F; modelVersion: number; calibrator: string; evaluator: string \| null; inputPolicy: 'embedded' \| 'referenced'; currency: string; projection: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.calibrator` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.currency` `string`	The curve's currency — a stored curve without a unit is a number without one. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.evaluator` `string \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.inputPolicy` `'embedded' \| 'referenced'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.modelVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.projection` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`calibration` `StoredCalibrationOf<F>`	The bootstrap's input, verbatim, with live curves as their data and referenced row sets as handles. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: QuantWarning[]; fitWarningCount: number; embeddedCalibrationBytes: number; referencedRowSets: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.embeddedCalibrationBytes` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.fitWarningCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`diagnostics.referencedRowSets` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fit` `FitOf<F>`	The bootstrap's result as its own data (restored exactly by the public constructors). unitless by name	Required / declared member No @default declared; consult the signature and description.
`modelVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`referencedData` `Record<string, TableHandle>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary` `FittedModelSummary`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.convergence` `{ converged: boolean; iterations: number \| null; reason?: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.convergence.converged` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.convergence.iterations` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.convergence.reason` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`summary.family` `string`	Dot-namespaced family, e.g. `'volatility.ssvi'` or `'fixed-income.discount-curve'`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.inputIdentity` `{ calibrationHash: string; snapshotHash: string \| null; }`	Identity of what was fitted: the calibration input's content hash, and the market snapshot's when one was read. unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.inputIdentity.calibrationHash` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.inputIdentity.snapshotHash` `string \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.modelRisk` `{ arbitrageFree: boolean \| null; calibratedRange: Record<string, { minimum: number; maximum: number; }>; notes: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.modelRisk.arbitrageFree` `boolean \| null`	Butterfly/calendar freedom for smiles and surfaces; null where the notion does not apply. unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.modelRisk.calibratedRange` `Record<string, { minimum: number; maximum: number; }>`	The coordinate range the fit was calibrated over; evaluation outside it warns. unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.modelRisk.notes` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.modelVersion` `number`	The family's integer semantics/shape version; bumps when the calibrator's result shape or meaning changes. unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.objective` `{ kind: import('@insiderfinance/totalfinance/core/artifacts').FittedModelObjectiveKind; reason?: string; unit: string; value: number \| null; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.objective.kind` `import('@insiderfinance/totalfinance/core/artifacts').FittedModelObjectiveKind`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.objective.reason` `string`	Required exactly when `value` is null. unitless by name	Optional No @default declared; consult the signature and description.
`summary.objective.unit` `string`	The objective's unit or basis, e.g. `'total variance'`, `'implied volatility'`, `'log-likelihood'`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.objective.value` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.parameters` `Record<string, string \| number \| number[]>`	Flat, named, JSON-safe parameters — the numbers a reader would want to diff (dot paths for nested members). unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.residuals` `{ count: number; maximumAbsolute: number \| null; rootMeanSquare: number \| null; source: import('@insiderfinance/totalfinance/core/artifacts').FittedModelResidualSource; unit: string; } \| null`	Null when the family has no per-point residual (with the reason in `modelRisk.notes`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.residuals.count` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.residuals.maximumAbsolute` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.residuals.rootMeanSquare` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.residuals.source` `import('@insiderfinance/totalfinance/core/artifacts').FittedModelResidualSource`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.residuals.unit` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`summary.warningCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`summary.weighting` `string \| null`	The weighting the calibrator applied, when it applied one; null otherwise. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

CurveLiveFits

The live result per family — what the direct bootstrap returns and what `fittedModelArtifact` accepts.

/** The live result per family — what the direct bootstrap returns and what `fittedModelArtifact` accepts. */
export interface CurveLiveFits {
    'discount-curve': YieldCurve;
    'projection-curve': YieldCurve;
    'multi-curve': MultiCurve;
    'hazard-curve': SurvivalCurve;
}

Fields, parameters & returned members (129)

Name / type	Meaning & unit	Optional / default
`discount-curve` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.addSpread` `(spread: YieldCurve) => YieldCurve`	Combine with a term-structure spread curve: the continuous zeros ADD at each tenor (equivalently discount factors multiply, `D(t)·D_spread(t)`). Unions both curves' pillar tenors so the spread's shape — not just a level — is preserved. Used to discount over `benchmark + spread` (e.g. OIS + a sector/rating spread) while keeping curve construction out of leaf entrypoints. unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.addSpread(spread)` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.bumpPillar` `(index: number, delta: number) => YieldCurve`	Bump a single pillar's continuous zero by `delta` (key-rate risk). unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.bumpPillar(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.bumpPillar(index)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.discount` `(at: string \| number) => number`	Discount factor to a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.discount(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.forwardRate` `(from: string \| number, to: string \| number, dayCount?: import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount) => number`	Simple (money-market) forward rate between two times/dates under `dayCount`. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.forwardRate(dayCount)` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.forwardRate(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.forwardRate(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instantaneousForward` `(at: string \| number) => number`	Instantaneous (continuously-compounded) forward rate at a time/date. unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instantaneousForward(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.pillars` `readonly import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.shift` `(delta: number) => YieldCurve`	Parallel shift of every pillar's continuous zero by `delta` (e.g. +0.0001 = +1bp). unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.shift(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.timeTo` `(at: string \| number) => number`	Year fraction from the reference date to a date (or pass a number through unchanged). unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.timeTo(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.zeroRate` `(at: string \| number, compounding?: import('@insiderfinance/totalfinance/core').InterestCompounding) => number`	Zero rate to a date or year fraction, in the requested compounding (default continuous). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.zeroRate(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.zeroRate(compounding)` `import('@insiderfinance/totalfinance/core').InterestCompounding \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.zeroRate(compounding).periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.zeroRate(compounding).type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve` `SurvivalCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.conditionalDefaultProbability` `(from: string \| number, to: string \| number) => number`	Conditional default probability over `[from, to]` given survival to `from`: 1 − Q(to)/Q(from). unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.conditionalDefaultProbability(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.conditionalDefaultProbability(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.defaultProbability` `(from: string \| number, to: string \| number) => number`	Unconditional default probability in the window `[from, to]`: Q(from) − Q(to). unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.defaultProbability(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.defaultProbability(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.hazard` `(at: string \| number) => number`	Instantaneous (piecewise-constant) hazard rate at a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.hazard(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.pillars` `readonly import('@insiderfinance/totalfinance/fixed-income').SurvivalPillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.survival` `(at: string \| number) => number`	Survival probability Q to a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.survival(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.timeTo` `(at: string \| number) => number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.timeTo(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve` `MultiCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.addSpread` `(spread: YieldCurve) => YieldCurve`	Combine with a term-structure spread curve: the continuous zeros ADD at each tenor (equivalently discount factors multiply, `D(t)·D_spread(t)`). Unions both curves' pillar tenors so the spread's shape — not just a level — is preserved. Used to discount over `benchmark + spread` (e.g. OIS + a sector/rating spread) while keeping curve construction out of leaf entrypoints. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.addSpread(spread)` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.bumpPillar` `(index: number, delta: number) => YieldCurve`	Bump a single pillar's continuous zero by `delta` (key-rate risk). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.bumpPillar(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.bumpPillar(index)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.discount` `(at: string \| number) => number`	Discount factor to a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.discount(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.forwardRate` `(from: string \| number, to: string \| number, dayCount?: import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount) => number`	Simple (money-market) forward rate between two times/dates under `dayCount`. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.forwardRate(dayCount)` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.discountCurve.forwardRate(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.forwardRate(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.instantaneousForward` `(at: string \| number) => number`	Instantaneous (continuously-compounded) forward rate at a time/date. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.instantaneousForward(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.pillars` `readonly import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.shift` `(delta: number) => YieldCurve`	Parallel shift of every pillar's continuous zero by `delta` (e.g. +0.0001 = +1bp). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.shift(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.timeTo` `(at: string \| number) => number`	Year fraction from the reference date to a date (or pass a number through unchanged). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.timeTo(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.zeroRate` `(at: string \| number, compounding?: import('@insiderfinance/totalfinance/core').InterestCompounding) => number`	Zero rate to a date or year fraction, in the requested compounding (default continuous). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.zeroRate(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.zeroRate(compounding)` `import('@insiderfinance/totalfinance/core').InterestCompounding \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.discountCurve.zeroRate(compounding).periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.discountCurve.zeroRate(compounding).type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.addSpread` `(spread: YieldCurve) => YieldCurve`	Combine with a term-structure spread curve: the continuous zeros ADD at each tenor (equivalently discount factors multiply, `D(t)·D_spread(t)`). Unions both curves' pillar tenors so the spread's shape — not just a level — is preserved. Used to discount over `benchmark + spread` (e.g. OIS + a sector/rating spread) while keeping curve construction out of leaf entrypoints. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.addSpread(spread)` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.bumpPillar` `(index: number, delta: number) => YieldCurve`	Bump a single pillar's continuous zero by `delta` (key-rate risk). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.bumpPillar(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.bumpPillar(index)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.discount` `(at: string \| number) => number`	Discount factor to a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.discount(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.forwardRate` `(from: string \| number, to: string \| number, dayCount?: import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount) => number`	Simple (money-market) forward rate between two times/dates under `dayCount`. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.forwardRate(dayCount)` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.forecastCurve.forwardRate(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.forwardRate(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.instantaneousForward` `(at: string \| number) => number`	Instantaneous (continuously-compounded) forward rate at a time/date. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.instantaneousForward(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.pillars` `readonly import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.shift` `(delta: number) => YieldCurve`	Parallel shift of every pillar's continuous zero by `delta` (e.g. +0.0001 = +1bp). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.shift(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.timeTo` `(at: string \| number) => number`	Year fraction from the reference date to a date (or pass a number through unchanged). unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.timeTo(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.zeroRate` `(at: string \| number, compounding?: import('@insiderfinance/totalfinance/core').InterestCompounding) => number`	Zero rate to a date or year fraction, in the requested compounding (default continuous). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.zeroRate(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.zeroRate(compounding)` `import('@insiderfinance/totalfinance/core').InterestCompounding \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.forecastCurve.zeroRate(compounding).periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.forecastCurve.zeroRate(compounding).type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.addSpread` `(spread: YieldCurve) => YieldCurve`	Combine with a term-structure spread curve: the continuous zeros ADD at each tenor (equivalently discount factors multiply, `D(t)·D_spread(t)`). Unions both curves' pillar tenors so the spread's shape — not just a level — is preserved. Used to discount over `benchmark + spread` (e.g. OIS + a sector/rating spread) while keeping curve construction out of leaf entrypoints. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.addSpread(spread)` `YieldCurve`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.bumpPillar` `(index: number, delta: number) => YieldCurve`	Bump a single pillar's continuous zero by `delta` (key-rate risk). unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.bumpPillar(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.bumpPillar(index)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.discount` `(at: string \| number) => number`	Discount factor to a date or year fraction. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.discount(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.forwardRate` `(from: string \| number, to: string \| number, dayCount?: import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount) => number`	Simple (money-market) forward rate between two times/dates under `dayCount`. decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.forwardRate(dayCount)` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.forwardRate(from)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.forwardRate(to)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instantaneousForward` `(at: string \| number) => number`	Instantaneous (continuously-compounded) forward rate at a time/date. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instantaneousForward(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.pillars` `readonly import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.shift` `(delta: number) => YieldCurve`	Parallel shift of every pillar's continuous zero by `delta` (e.g. +0.0001 = +1bp). unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.shift(delta)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.timeTo` `(at: string \| number) => number`	Year fraction from the reference date to a date (or pass a number through unchanged). unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.timeTo(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.zeroRate` `(at: string \| number, compounding?: import('@insiderfinance/totalfinance/core').InterestCompounding) => number`	Zero rate to a date or year fraction, in the requested compounding (default continuous). decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.zeroRate(at)` `string \| number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.zeroRate(compounding)` `import('@insiderfinance/totalfinance/core').InterestCompounding \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.zeroRate(compounding).periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.zeroRate(compounding).type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

CurveModelFamily

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ─────────────────────────────────────────── the grammar ───────────────────────────────────────────
export type CurveModelFamily = 'discount-curve' | 'projection-curve' | 'multi-curve' | 'hazard-curve';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

CurveStoredCalibrations

The STORED calibration: live curves as their data, the bulk row sets optionally as `TableHandle`s.

/** The STORED calibration: live curves as their data, the bulk row sets optionally as `TableHandle`s. */
export interface CurveStoredCalibrations {
    'discount-curve': {
        instruments: BootstrapInstrument[] | TableHandle;
        options: BootstrapOptions;
    };
    'projection-curve': {
        instruments: BootstrapInstrument[] | TableHandle;
        options: Omit<ProjectionBootstrapOptions, 'discountCurve'> & {
            discountCurve: YieldCurveData;
        };
    };
    'multi-curve': {
        options: Omit<MultiCurveBootstrapOptions, 'ois' | 'projection'> & {
            ois: BootstrapInstrument[] | TableHandle;
            projection: BootstrapInstrument[] | TableHandle;
        };
    };
    'hazard-curve': {
        quotes: CdsQuote[] | TableHandle;
        options: Omit<HazardBootstrapOptions, 'discountCurve'> & {
            discountCurve: YieldCurveData;
        };
    };
}

Fields, parameters & returned members (80)

Name / type	Meaning & unit	Optional / default
`discount-curve` `{ instruments: BootstrapInstrument[] \| TableHandle; options: BootstrapOptions; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instruments` `BootstrapInstrument[] \| TableHandle`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instruments.columnCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instruments.columns` `string[]`	Column names, in table order; when present, `columns.length === columnCount`. unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.instruments.contentHash` `string`	`sha256:` hash of the table's canonical JSON row projection — encoding-independent identity. unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instruments.kind` `'totalfinance.table-handle'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.instruments.locator` `string`	Storage-agnostic opaque reference — meaningful only to the storage layer that minted it. unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.instruments.mediaType` `string`	Concrete encoding of the stored bytes. `application/json` unless a future Arrow mapping lands. unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.instruments.rowCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`discount-curve.options` `BootstrapOptions`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`discount-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	Curve day count (default `ACT/365F`). count (integer)	Optional No @default declared; consult the signature and description.
`discount-curve.options.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.options.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Optional No @default declared; consult the signature and description.
`discount-curve.options.referenceDate` `string`	Curve reference/settlement date (t = 0). calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve` `{ quotes: CdsQuote[] \| TableHandle; options: Omit<HazardBootstrapOptions, 'discountCurve'> & { discountCurve: YieldCurveData; }; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options` `Omit<HazardBootstrapOptions, 'discountCurve'> & { discountCurve: YieldCurveData; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.accrualOnDefault` `boolean`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Optional No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve` `YieldCurveData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.pillars` `import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.discountCurve.zeroRateAtOrigin` `import('@insiderfinance/totalfinance/fixed-income/artifacts').ZeroRateAtOrigin`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.options.frequency` `import('@insiderfinance/totalfinance/fixed-income').Frequency`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.protectionSteps` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.recovery` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.options.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.quotes` `CdsQuote[] \| TableHandle`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.quotes.columnCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.quotes.columns` `string[]`	Column names, in table order; when present, `columns.length === columnCount`. unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.quotes.contentHash` `string`	`sha256:` hash of the table's canonical JSON row projection — encoding-independent identity. unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.quotes.kind` `'totalfinance.table-handle'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`hazard-curve.quotes.locator` `string`	Storage-agnostic opaque reference — meaningful only to the storage layer that minted it. unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.quotes.mediaType` `string`	Concrete encoding of the stored bytes. `application/json` unless a future Arrow mapping lands. unitless by name	Optional No @default declared; consult the signature and description.
`hazard-curve.quotes.rowCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve` `{ options: Omit<MultiCurveBootstrapOptions, 'ois' \| 'projection'> & { ois: BootstrapInstrument[] \| TableHandle; projection: BootstrapInstrument[] \| TableHandle; }; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options` `Omit<MultiCurveBootstrapOptions, 'ois' \| 'projection'> & { ois: BootstrapInstrument[] \| TableHandle; projection: BootstrapInstrument[] \| TableHandle; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	Curve day count (default `ACT/365F`). count (integer)	Optional No @default declared; consult the signature and description.
`multi-curve.options.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.ois` `BootstrapInstrument[] \| TableHandle`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.ois.columnCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.ois.columns` `string[]`	Column names, in table order; when present, `columns.length === columnCount`. unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.ois.contentHash` `string`	`sha256:` hash of the table's canonical JSON row projection — encoding-independent identity. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.ois.kind` `'totalfinance.table-handle'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.ois.locator` `string`	Storage-agnostic opaque reference — meaningful only to the storage layer that minted it. unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.ois.mediaType` `string`	Concrete encoding of the stored bytes. `application/json` unless a future Arrow mapping lands. unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.ois.rowCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.projection` `BootstrapInstrument[] \| TableHandle`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.projection.columnCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.projection.columns` `string[]`	Column names, in table order; when present, `columns.length === columnCount`. unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.projection.contentHash` `string`	`sha256:` hash of the table's canonical JSON row projection — encoding-independent identity. unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.projection.kind` `'totalfinance.table-handle'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.projection.locator` `string`	Storage-agnostic opaque reference — meaningful only to the storage layer that minted it. unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.projection.mediaType` `string`	Concrete encoding of the stored bytes. `application/json` unless a future Arrow mapping lands. unitless by name	Optional No @default declared; consult the signature and description.
`multi-curve.options.projection.rowCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`multi-curve.options.referenceDate` `string`	Curve reference/settlement date (t = 0). calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`projection-curve` `{ instruments: BootstrapInstrument[] \| TableHandle; options: Omit<ProjectionBootstrapOptions, 'discountCurve'> & { discountCurve: YieldCurveData; }; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instruments` `BootstrapInstrument[] \| TableHandle`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instruments.columnCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instruments.columns` `string[]`	Column names, in table order; when present, `columns.length === columnCount`. unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.instruments.contentHash` `string`	`sha256:` hash of the table's canonical JSON row projection — encoding-independent identity. unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instruments.kind` `'totalfinance.table-handle'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.instruments.locator` `string`	Storage-agnostic opaque reference — meaningful only to the storage layer that minted it. unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.instruments.mediaType` `string`	Concrete encoding of the stored bytes. `application/json` unless a future Arrow mapping lands. unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.instruments.rowCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options` `Omit<ProjectionBootstrapOptions, 'discountCurve'> & { discountCurve: YieldCurveData; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	Curve day count (default `ACT/365F`). count (integer)	Optional No @default declared; consult the signature and description.
`projection-curve.options.discountCurve` `YieldCurveData`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.dayCount` `import('@insiderfinance/totalfinance/fixed-income').FixedIncomeDayCount`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.pillars` `import('@insiderfinance/totalfinance/fixed-income').CurvePillar[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.referenceDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.discountCurve.zeroRateAtOrigin` `import('@insiderfinance/totalfinance/fixed-income/artifacts').ZeroRateAtOrigin`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`projection-curve.options.extrapolation` `import('@insiderfinance/totalfinance/fixed-income').CurveExtrapolation`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.options.interpolation` `import('@insiderfinance/totalfinance/fixed-income').CurveInterpolation`	unitless by name	Optional No @default declared; consult the signature and description.
`projection-curve.options.referenceDate` `string`	Curve reference/settlement date (t = 0). calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

EvaluationOf

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export type EvaluationOf<F extends CurveModelFamily> = CurveEvaluations[F];

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

value

FITTED_MODEL_FAMILIES

The frozen, data-only descriptor table (Program 5's registry metadata) for the curve families.

export declare const FITTED_MODEL_FAMILIES: Readonly<Record<CurveModelFamily, FittedModelFamilyDescriptor>>;

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

value

FIXED_INCOME_FITTED_MODEL_ARTIFACT_TYPE

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare const FIXED_INCOME_FITTED_MODEL_ARTIFACT_TYPE: 'fixed-income.fitted-model';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

FitOf

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export type FitOf<F extends CurveModelFamily> = CurveFits[F];

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FittedModelArtifactInput

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FittedModelArtifactInput<F extends CurveModelFamily> {
    family: F;
    /** The live result the bootstrap returned (a YieldCurve, a MultiCurve, a SurvivalCurve). */
    fit: LiveFitOf<F>;
    /** The bootstrap's input with its rows and live curves — the adapter stores curve data and mints handles. */
    calibration: CalibrationOf<F>;
    currency: string;
    referenceRowSets?: readonly string[];
    locators?: Record<string, string>;
    snapshotHash?: string;
    libraryVersion?: string;
    createdFrom?: string[];
    provenance?: Provenance;
    limits?: FittedModelArtifactLimits;
}

Fields, parameters & returned members (20)

Name / type	Meaning & unit	Optional / default
`calibration` `CalibrationOf<F>`	The bootstrap's input with its rows and live curves — the adapter stores curve data and mints handles. unitless by name	Required / declared member No @default declared; consult the signature and description.
`createdFrom` `string[]`	unitless by name	Optional No @default declared; consult the signature and description.
`currency` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fit` `LiveFitOf<F>`	The live result the bootstrap returned (a YieldCurve, a MultiCurve, a SurvivalCurve). unitless by name	Required / declared member No @default declared; consult the signature and description.
`libraryVersion` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`limits` `FittedModelArtifactLimits`	unitless by name	Optional No @default declared; consult the signature and description.
`limits.embeddedRowLimit` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`limits.maximumEmbeddedBytes` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`locators` `Record<string, string>`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance` `Provenance`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.asOf` `number`	an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Optional No @default declared; consult the signature and description.
`provenance.dataset` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.provider` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.receivedAt` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.requestId` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.sourceVersion` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`provenance.warnings` `QuantWarning[]`	unitless by name	Optional No @default declared; consult the signature and description.
`referenceRowSets` `readonly string[]`	unitless by name	Optional No @default declared; consult the signature and description.
`snapshotHash` `string`	unitless by name	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FittedModelArtifactLimits

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FittedModelArtifactLimits {
    maximumEmbeddedBytes?: number;
    embeddedRowLimit?: number;
}

Fields, parameters & returned members (2)

Name / type	Meaning & unit	Optional / default
`embeddedRowLimit` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`maximumEmbeddedBytes` `number`	unitless by name	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FittedModelComparison

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FittedModelComparison<F extends CurveModelFamily = CurveModelFamily> {
    family: F;
    artifactIds: {
        baseline: string | null;
        candidate: string | null;
    };
    sameMarket: boolean | null;
    sameCalibrationInput: boolean;
    sameCurrency: boolean;
    parameters: ParameterDelta[];
    objective: {
        kind: string;
        unit: string;
        baselineValue: number | null;
        candidateValue: number | null;
        absoluteDelta: number | null;
    };
    convergence: {
        baseline: boolean;
        candidate: boolean;
    };
    residuals: {
        baselineRootMeanSquare: number | null;
        candidateRootMeanSquare: number | null;
        absoluteDelta: number | null;
    };
    fit: {
        differenceCount: number;
        retainedDifferences: number;
        addedPaths: string[];
        removedPaths: string[];
        truncated: boolean;
    };
    /** One section per measure on the union of both fits' pillar dates (Decision 6's curve rule). */
    evaluation: CurveEvaluationDifference[];
    withinTolerance: boolean | null;
    assumptions: {
        conventionsVersion: string;
        family: F;
        tolerance: ComparisonTolerance | null;
        limits: {
            maximumDifferences: number;
            maximumLeaves: number;
        };
    };
    diagnostics: {
        warnings: QuantWarning[];
    };
}

Fields, parameters & returned members (40)

Name / type	Meaning & unit	Optional / default
`artifactIds` `{ baseline: string \| null; candidate: string \| null; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifactIds.baseline` `string \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`artifactIds.candidate` `string \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions` `{ conventionsVersion: string; family: F; tolerance: ComparisonTolerance \| null; limits: { maximumDifferences: number; maximumLeaves: number; }; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.limits` `{ maximumDifferences: number; maximumLeaves: number; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.limits.maximumDifferences` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.limits.maximumLeaves` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.tolerance` `ComparisonTolerance \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.tolerance.absolute` `number`	Absolute tolerance in the leaf's own unit; `≥ 0`, finite. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.tolerance.relative` `number`	Relative tolerance as a fraction of the baseline's magnitude; `≥ 0`, finite. unitless by name	Required / declared member No @default declared; consult the signature and description.
`convergence` `{ baseline: boolean; candidate: boolean; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`convergence.baseline` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`convergence.candidate` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`evaluation` `CurveEvaluationDifference[]`	One section per measure on the union of both fits' pillar dates (Decision 6's curve rule). unitless by name	Required / declared member No @default declared; consult the signature and description.
`family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fit` `{ addedPaths: string[]; differenceCount: number; removedPaths: string[]; retainedDifferences: number; truncated: boolean; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fit.addedPaths` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fit.differenceCount` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`fit.removedPaths` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fit.retainedDifferences` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`fit.truncated` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`objective` `{ absoluteDelta: number \| null; baselineValue: number \| null; candidateValue: number \| null; kind: string; unit: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`objective.absoluteDelta` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`objective.baselineValue` `number \| null`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`objective.candidateValue` `number \| null`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`objective.kind` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`objective.unit` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`parameters` `ParameterDelta[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`residuals` `{ absoluteDelta: number \| null; baselineRootMeanSquare: number \| null; candidateRootMeanSquare: number \| null; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`residuals.absoluteDelta` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`residuals.baselineRootMeanSquare` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`residuals.candidateRootMeanSquare` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sameCalibrationInput` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sameCurrency` `boolean`	ISO-4217 currency code	Required / declared member No @default declared; consult the signature and description.
`sameMarket` `boolean \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`withinTolerance` `boolean \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FittedModelEvaluation

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FittedModelEvaluation<F extends CurveModelFamily = CurveModelFamily> {
    family: F;
    at: EvaluationOf<F>;
    values: (number | null)[];
    reasons: Array<{
        index: number;
        reason: string;
    }>;
    coordinates: Array<Record<string, number | string>>;
    unit: string;
    assumptions: {
        conventionsVersion: string;
        family: F;
        modelVersion: number;
        currency: string;
        evaluator: string;
        options: Record<string, unknown>;
        extrapolation: string;
    };
    diagnostics: {
        warnings: QuantWarning[];
        outsideCalibratedRange: number;
    };
}

Fields, parameters & returned members (17)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ conventionsVersion: string; family: F; modelVersion: number; currency: string; evaluator: string; options: Record<string, unknown>; extrapolation: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.currency` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.evaluator` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.extrapolation` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.modelVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.options` `Record<string, unknown>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`at` `EvaluationOf<F>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`coordinates` `Record<string, string \| number>[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ outsideCalibratedRange: number; warnings: QuantWarning[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.outsideCalibratedRange` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reasons` `{ index: number; reason: string; }[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`unit` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`values` `(number \| null)[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FittedModelFamilyDescriptor

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FittedModelFamilyDescriptor {
    family: string;
    qualifiedFamily: string;
    modelVersion: number;
    calibrator: string;
    evaluator: string | null;
    warmStart: boolean;
    referenceableRowSets: readonly string[];
    costClass: 'closed-form' | 'least-squares' | 'iterative-pricing' | 'bootstrap' | 'statistic';
    requiredData: string;
    supportedProducts: string;
}

Fields, parameters & returned members (10)

Name / type	Meaning & unit	Optional / default
`calibrator` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`costClass` `'statistic' \| 'closed-form' \| 'least-squares' \| 'iterative-pricing' \| 'bootstrap'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`evaluator` `string \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`family` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`modelVersion` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`qualifiedFamily` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`referenceableRowSets` `readonly string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`requiredData` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`supportedProducts` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`warmStart` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FittedModelHoldoutInput

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FittedModelHoldoutInput<F extends CurveModelFamily> {
    family: F;
    calibration: CalibrationOf<F>;
    holdout: FittedModelHoldoutSelection;
}

Fields, parameters & returned members (6)

Name / type	Meaning & unit	Optional / default
`calibration` `CalibrationOf<F>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`family` `F`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdout` `FittedModelHoldoutSelection`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdout.everyNth` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdout.indices` `number[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`holdout.offset` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)