CrossAssetCoherenceConfig

Struct CrossAssetCoherenceConfig 

#[non_exhaustive]
pub struct CrossAssetCoherenceConfig { pub levels: Option<usize>, pub reference_kind: CrossAssetReferenceKind, pub reference_id: String, pub min_input_observations: usize, pub min_effective_observations_per_scale: usize, pub lead_lag_window: usize, pub coherence_smoothing_factor: f64, }

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
§levels: Option<usize>§reference_kind: CrossAssetReferenceKind§reference_id: String§min_input_observations: usize§min_effective_observations_per_scale: usize§lead_lag_window: usize§coherence_smoothing_factor: f64

Implementations§

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impl CrossAssetCoherenceConfig

pub fn for_benchmark(reference_id: impl Into<String>) -> Self

pub fn validate(&self) -> Result<()>

Trait Implementations§

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