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Module scenario
ferro_
risk
0.34.2
Module scenario
Module Items
Structs
Enums
Functions
In ferro_
risk::
risk
ferro_risk
::
risk
Module
scenario
Copy item path
Structs
§
Book
Scenario
Report
Linear
VolTerm
Shock
Portfolio
Scenario
Report
Position
Scenario
Report
Scenario
Definition
Strategy
Scenario
Report
Enums
§
Scenario
Shock
Term
Shock
Extrapolation
Functions
§
evaluate_
book_
scenario
evaluate_
portfolio_
scenario
vol_
term_
shocked_
term_
variance_
curve