Cubic-Spline: Create square_root trait for the Cholesky decomposition

Author: yfnaji

crates/RustQuant_math/src/interpolation/mod.rs

@@ -7,7 +7,8 @@
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-use std::ops::{Div, Mul, MulAssign, Sub, Add, AddAssign, Neg};
+use std::{i8, ops::{Add, AddAssign, Div, Mul, MulAssign, Neg, Sub}};
+use rust_decimal::prelude::*;
 use RustQuant_error::RustQuantError;
 
 pub mod linear_interpolator;
@@ -32,6 +33,7 @@ pub trait InterpolationValue: num::Num
     + Neg<Output = Self> 
     + AddAssign
     + MulAssign
+    + SquareRoot<Self>
     + Copy
     + Clone
     + Sized
@@ -46,6 +48,12 @@ pub trait IntoValue<ValueType> {
     fn into_value(self) -> ValueType;
 }
 
+/// Trait to compute the square root of a value.
+pub trait SquareRoot<ValueType> {
+    /// Calculate square root of a value.
+    fn square_root(self) -> ValueType;
+}
+
 /// Trait describing requirements to be an index of interpolation.
 pub trait InterpolationIndex:
     Sub<Self, Output = Self::Delta> + PartialOrd + Copy + Clone + Sized + std::fmt::Display + Send + Sync
@@ -95,6 +103,7 @@ impl<T> InterpolationValue for T where T: num::Num
     + Neg<Output = Self> 
     + AddAssign
     + MulAssign
+    + SquareRoot<Self>
     + Copy
     + Clone
     + Sized
@@ -132,25 +141,63 @@ macro_rules! impl_time_delta_into_value {
     };
 }
 
+macro_rules! impl_int_square_root {
+    ($c:ty) => {
+        impl SquareRoot<$c> for $c {
+            fn square_root(self) -> $c {
+                self.isqrt()
+            }
+        }   
+    };
+}
+
+macro_rules! impl_float_square_root {
+    ($c:ty) => {
+        impl SquareRoot<$c> for $c {
+            fn square_root(self) -> $c {
+                self.sqrt()
+            }
+        }   
+    };
+}
+
+macro_rules! impl_decimal_square_root {
+    ($c:ty) => {
+        impl SquareRoot<$c> for $c {
+            fn square_root(self) -> $c {
+                self.sqrt().unwrap()
+            }
+        }   
+    };
+}
+
 // Implement InterpolationIndex for all signed integer types.
 impl_interpolation_index!(i8, i8, i8);
 impl_num_delta_into_value!(i8, i8);
+impl_int_square_root!(i8);
 impl_interpolation_index!(i16, i16, i16);
 impl_num_delta_into_value!(i16, i16);
+impl_int_square_root!(i16);
 impl_interpolation_index!(i32, i32, i32);
 impl_num_delta_into_value!(i32, i32);
+impl_int_square_root!(i32);
 impl_interpolation_index!(i64, i64, i64);
 impl_num_delta_into_value!(i64, i64);
+impl_int_square_root!(i64);
 impl_interpolation_index!(i128, i128, i128);
 impl_num_delta_into_value!(i128, i128);
+impl_int_square_root!(i128);
 impl_interpolation_index!(isize, isize, isize);
 impl_num_delta_into_value!(isize, isize);
+impl_int_square_root!(isize);
 
 // Implement InterpolationIndex for all floating point types.
 impl_interpolation_index!(f32, f32, f32);
 impl_num_delta_into_value!(f32, f32);
 impl_interpolation_index!(f64, f64, f64);
 impl_num_delta_into_value!(f64, f64);
+impl_float_square_root!(f32);
+impl_float_square_root!(f64);
 
 // Implement InterpolationIndex for date/time types.
 impl_interpolation_index!(time::Date, time::Duration, f64);
@@ -166,3 +213,4 @@ impl_interpolation_index!(
     rust_decimal::Decimal
 );
 impl_num_delta_into_value!(rust_decimal::Decimal, rust_decimal::Decimal);
+impl_decimal_square_root!(rust_decimal::Decimal);