Struct VolatilityScaleComponent 

#[non_exhaustive]
pub struct VolatilityScaleComponent {
    pub level: usize,
    pub period_span: usize,
    pub horizon_label: String,
    pub volatility: f64,
    pub variance: f64,
    pub contribution_pct: f64,
}

Per-scale volatility contribution for product/API consumption.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

level: usize

One-based MODWT detail level.

period_span: usize

Approximate MODWT horizon span in input periods using the conventional 2^level scale label.

horizon_label: String

Stable product-facing horizon label.

volatility: f64

Annualized or raw volatility for this scale.

variance: f64

Component variance before annualization. Standard mode uses canonical MODWT component energy (1/N) * sum(coeff^2) on de-meaned returns; robust mode uses MAD-based variance.

contribution_pct: f64

Percentage contribution to total component variance.

Trait Implementations

impl Clone for VolatilityScaleComponent

fn clone(&self) -> VolatilityScaleComponent

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VolatilityScaleComponent

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

Formats the value using the given formatter.

impl PartialEq for VolatilityScaleComponent

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for VolatilityScaleComponent