index_left#

rateslib.curves.index_left(list_input, list_length, value, left_count=0)#

Return the interval index of a value from an ordered input list on the left side.

Parameters:

  • input (list) – Ordered list (lowest to highest) containing datatypes the same as value.

  • length (int) – The length of input.

  • value (Any) – The value for which to determine the list index of.

  • left_count (int) – The counter to pass recursively to determine the output. Users should not directly specify, it is used in internal calculation only.

Returns:

int – from)

Return type:

The left index of the interval within which value is found (or extrapolated

Notes

Uses a binary search method which operates with time \(O(log_2 n)\).

Examples

In [1]: from rateslib.curves import index_left

Out of domain values return the left-side index of the closest matching interval. 100 is attributed to the interval (1, 2].

In [2]: list = [0, 1, 2]

In [3]: index_left(list, 3, 100)
Out[3]: 1

-100 is attributed to the interval (0, 1].

In [4]: index_left(list, 3, -100)
Out[4]: 0

Interior values return the left-side index of the interval. 1.45 is attributed to the interval (1, 2].

In [5]: index_left(list, 3, 1.45)
Out[5]: 1

1 is attributed to the interval (0, 1].

In [6]: index_left(list, 3, 1)
Out[6]: 0