Struct AfterTaxView 

pub struct AfterTaxView {
    pub strategy_return: f64,
    pub benchmark_return: f64,
    pub excess: f64,
    pub strategy_tax: f64,
    pub benchmark_tax: f64,
    pub short_term_rate: f64,
    pub long_term_rate: f64,
}

The dividend bias, measured.

On split-adjusted prices no dividend is paid to anything in a backtest. Both sides forgo them — but the benchmark held through every ex-date and a rule in the market some of the time did not, so the margin between them is overstated in the strategy’s favour, and [Self::corrected_excess] takes it off. On total-return prices the distributions are already in the returns and the same measurement describes what the margin is made of instead. A study’s result after tax. See arvo_research::tax for what is modelled.

Fields

strategy_return: f64

benchmark_return: f64

excess: f64

strategy_return - benchmark_return: the margin a taxable account would actually have kept.

strategy_tax: f64

benchmark_tax: f64

short_term_rate: f64

long_term_rate: f64

Trait Implementations

impl Clone for AfterTaxView

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for AfterTaxView

impl Debug for AfterTaxView

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

Formats the value using the given formatter.

impl Default for AfterTaxView

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for AfterTaxView

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Message for AfterTaxView

fn encoded_len(&self) -> usize

Returns the encoded length of the message without a length delimiter.

fn clear(&mut self)

Clears the message, resetting all fields to their default.

fn encode(&self, buf: &mut impl BufMut) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message to a buffer.

fn encode_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message to a newly allocated buffer.

fn encode_length_delimited( &self, buf: &mut impl BufMut, ) -> Result<(), EncodeError>

where Self: Sized,

Encodes the message with a length-delimiter to a buffer.

fn encode_length_delimited_to_vec(&self) -> Vec<u8>

where Self: Sized,

Encodes the message with a length-delimiter to a newly allocated buffer.

fn decode(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes an instance of the message from a buffer.

fn decode_length_delimited(buf: impl Buf) -> Result<Self, DecodeError>

where Self: Default,

Decodes a length-delimited instance of the message from the buffer.

fn merge(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes an instance of the message from a buffer, and merges it into self.

fn merge_length_delimited(&mut self, buf: impl Buf) -> Result<(), DecodeError>

where Self: Sized,

Decodes a length-delimited instance of the message from buffer, and merges it into self.

impl PartialEq for AfterTaxView

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for AfterTaxView

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for AfterTaxView