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BookScenarioPnlReport

ferro_risk::risk::pnl

Struct BookScenarioPnlReport

pub struct BookScenarioPnlReport {
    pub scenario: ScenarioDefinition,
    pub book_id: BookId,
    pub positions: Vec<PositionScenarioPnl>,
    pub strategies: Vec<StrategyScenarioPnl>,
    pub expiry_buckets: Vec<ExpiryScenarioPnlBucket>,
    pub strike_buckets: Vec<StrikeScenarioPnlBucket>,
    pub base_net_value: f64,
    pub shocked_net_value: f64,
    pub pnl: f64,
}

Fields§

§scenario: ScenarioDefinition§book_id: BookId§positions: Vec<PositionScenarioPnl>§strategies: Vec<StrategyScenarioPnl>§expiry_buckets: Vec<ExpiryScenarioPnlBucket>§strike_buckets: Vec<StrikeScenarioPnlBucket>§base_net_value: f64§shocked_net_value: f64§pnl: f64

Implementations§

impl BookScenarioPnlReport

pub fn position_rows(&self) -> Vec<PositionScenarioPnlRow>

pub fn strategy_rows(&self) -> Vec<StrategyScenarioPnlRow>

Trait Implementations§

impl Clone for BookScenarioPnlReport

fn clone(&self) -> BookScenarioPnlReport

1.0.0 (const: )§

fn clone_from(&mut self, source: &Self)

impl Debug for BookScenarioPnlReport

fn fmt(&self, f: &mut Formatter<'_>) -> Result

impl PartialEq for BookScenarioPnlReport

fn eq(&self, other: &BookScenarioPnlReport) -> bool

1.0.0 (const: )§

fn ne(&self, other: &Rhs) -> bool

impl StructuralPartialEq for BookScenarioPnlReport

Auto Trait Implementations§

impl Freeze for BookScenarioPnlReport

impl RefUnwindSafe for BookScenarioPnlReport

impl Send for BookScenarioPnlReport

impl Sync for BookScenarioPnlReport

impl Unpin for BookScenarioPnlReport

impl UnsafeUnpin for BookScenarioPnlReport

impl UnwindSafe for BookScenarioPnlReport

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

impl<T> From<T> for T

fn from(t: T) -> T

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

impl<T> Pointable for T

const ALIGN: usize

type Init = T

unsafe fn init(init: <T as Pointable>::Init) -> usize

unsafe fn deref<'a>(ptr: usize) -> &'a T

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

unsafe fn drop(ptr: usize)

impl<T> ToOwned for T
where T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>