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PortfolioScenarioPnlReport

ferro_risk::risk::pnl

Struct PortfolioScenarioPnlReport

pub struct PortfolioScenarioPnlReport {
    pub scenario: ScenarioDefinition,
    pub books: Vec<BookScenarioPnlReport>,
    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§books: Vec<BookScenarioPnlReport>§expiry_buckets: Vec<ExpiryScenarioPnlBucket>§strike_buckets: Vec<StrikeScenarioPnlBucket>§base_net_value: f64§shocked_net_value: f64§pnl: f64

Implementations§

impl PortfolioScenarioPnlReport

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

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

Trait Implementations§

impl Clone for PortfolioScenarioPnlReport

fn clone(&self) -> PortfolioScenarioPnlReport

1.0.0 (const: )§

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

impl Debug for PortfolioScenarioPnlReport

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

impl PartialEq for PortfolioScenarioPnlReport

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

1.0.0 (const: )§

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

impl StructuralPartialEq for PortfolioScenarioPnlReport

Auto Trait Implementations§

impl Freeze for PortfolioScenarioPnlReport

impl RefUnwindSafe for PortfolioScenarioPnlReport

impl Send for PortfolioScenarioPnlReport

impl Sync for PortfolioScenarioPnlReport

impl Unpin for PortfolioScenarioPnlReport

impl UnsafeUnpin for PortfolioScenarioPnlReport

impl UnwindSafe for PortfolioScenarioPnlReport

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>