Skip to main content

RealizedCovariance

ferro_risk::volatility

Struct RealizedCovariance 

pub struct RealizedCovariance { /* private fields */ }

Implementations§

§

impl RealizedCovariance

pub fn from_return_series(series: &[&[f64]]) -> Result<Self, FerroRiskError>

pub const fn dim(&self) -> usize

pub const fn periods(&self) -> usize

pub fn covariance(&self, i: usize, j: usize) -> f64

pub fn volatility(&self, i: usize) -> f64

pub fn correlation(&self, i: usize, j: usize) -> f64

Trait Implementations§

§

impl Clone for RealizedCovariance

§

fn clone(&self) -> RealizedCovariance

1.0.0 (const: )§

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

§

impl Debug for RealizedCovariance

§

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

§

impl PartialEq for RealizedCovariance

§

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

1.0.0 (const: )§

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

§

impl StructuralPartialEq for RealizedCovariance

Auto Trait Implementations§

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>