Struct RiskAdjustedReturn 

pub struct RiskAdjustedReturn {
    pub risk_weight: Decimal,
}

Risk-adjusted return objective (Sortino-like).

Fields

risk_weight: Decimal

Weight for downside risk penalty.

Implementations

impl RiskAdjustedReturn

pub fn new(risk_weight: Decimal) -> Self

Creates a new RiskAdjustedReturn objective.

Trait Implementations

impl Clone for RiskAdjustedReturn

fn clone(&self) -> RiskAdjustedReturn

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RiskAdjustedReturn

impl Debug for RiskAdjustedReturn

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

Formats the value using the given formatter.

impl Default for RiskAdjustedReturn

fn default() -> Self

Returns the “default value” for a type.

impl ObjectiveFunction for RiskAdjustedReturn

fn evaluate(&self, result: &SimulationResult) -> Decimal

Evaluates the simulation result and returns a score.

fn name(&self) -> &'static str

Returns the name of the objective function.

fn compare(&self, a: &SimulationResult, b: &SimulationResult) -> Ordering

Compares two simulation results.