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ArbitrageCheck

rustyqlib::risk::stress

Struct ArbitrageCheck 

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pub struct ArbitrageCheck {
    pub policy: ArbitragePolicy,
    pub forward_floor: f64,
}
Expand description

The no-arbitrage guard applied to every bumped curve of every scenario.

[arbitrage]
policy = "reject"        # allow | warn (default) | reject
forward_floor = 0.0      # smallest admissible continuous forward

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§policy: ArbitragePolicy§forward_floor: f64

Smallest admissible continuously compounded forward. 0.0 is the classic no-arbitrage bound; set it negative to tolerate negative forwards (the library allows negative rates).

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impl Clone for ArbitrageCheck

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fn clone(&self) -> ArbitrageCheck

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Copy for ArbitrageCheck

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impl Debug for ArbitrageCheck

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

Formats the value using the given formatter. Read more
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impl Default for ArbitrageCheck

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for ArbitrageCheck
where ArbitrageCheck: Default,

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Pointable for T

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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
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unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
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unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V