Struct PortfolioConfig 

pub struct PortfolioConfig {
    pub assets: Vec<AssetConfig>,
    pub correlations: Vec<f64>,
    pub risk_free_rate: f64,
    pub time_horizon: f64,
}

Portfolio configuration.

Fields

assets: Vec<AssetConfig>

Assets in the portfolio.

correlations: Vec<f64>

Correlation matrix (flattened, row-major). If empty, assets are assumed uncorrelated.

risk_free_rate: f64

Risk-free rate (annual).

time_horizon: f64

Time horizon for simulation (years).

Implementations

impl PortfolioConfig

pub fn equity_only() -> Self

Create a simple equity portfolio.

pub fn balanced_60_40() -> Self

Create a 60/40 stock/bond portfolio.

pub fn total_value(&self) -> f64

Calculate total portfolio value.

pub fn num_assets(&self) -> usize

Get number of assets.

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

Get correlation between two assets.

Trait Implementations

impl Clone for PortfolioConfig

fn clone(&self) -> PortfolioConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioConfig

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

Formats the value using the given formatter.

impl Default for PortfolioConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for PortfolioConfig

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for PortfolioConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.