Struct VaRResult 

pub struct VaRResult {
    pub var: f64,
    pub cvar: f64,
    pub confidence: f64,
    pub n_simulations: usize,
    pub mean_return: f64,
    pub std_return: f64,
    pub min_return: f64,
    pub max_return: f64,
}

Value at Risk calculation result.

Fields

var: f64

VaR at specified confidence level.

cvar: f64

Conditional VaR (Expected Shortfall).

confidence: f64

Confidence level (e.g., 0.95 for 95%).

n_simulations: usize

Number of simulations.

mean_return: f64

Mean return.

std_return: f64

Standard deviation of returns.

min_return: f64

Minimum return observed.

max_return: f64

Maximum return observed.

Trait Implementations

impl Clone for VaRResult

fn clone(&self) -> VaRResult

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VaRResult

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for VaRResult

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for VaRResult

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.