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TreasuryEvaluation

datasynth_eval::coherence

Struct TreasuryEvaluation

pub struct TreasuryEvaluation {
    pub balance_accuracy: f64,
    pub hedge_effectiveness_accuracy: f64,
    pub covenant_compliance_accuracy: f64,
    pub netting_accuracy: f64,
    pub total_positions: usize,
    pub total_hedges: usize,
    pub total_covenants: usize,
    pub total_netting_runs: usize,
    pub passes: bool,
    pub issues: Vec<String>,
}

Expand description

Results of treasury coherence evaluation.

Fields§

§balance_accuracy: f64

Fraction of positions where closing ≈ opening + inflows - outflows.

§hedge_effectiveness_accuracy: f64

Fraction of hedges with correct effectiveness classification.

§covenant_compliance_accuracy: f64

Fraction of covenants with correct compliance classification.

§netting_accuracy: f64

Fraction of netting runs where net ≈ |receivables - payables|.

§total_positions: usize

Total cash positions evaluated.

§total_hedges: usize

Total hedges evaluated.

§total_covenants: usize

Total covenants evaluated.

§total_netting_runs: usize

Total netting runs evaluated.

§passes: bool

Overall pass/fail.

§issues: Vec<String>

Issues found.

Trait Implementations§

impl Clone for TreasuryEvaluation

fn clone(&self) -> TreasuryEvaluation

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for TreasuryEvaluation

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for TreasuryEvaluation

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

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for TreasuryEvaluation

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for TreasuryEvaluation

impl RefUnwindSafe for TreasuryEvaluation

impl Send for TreasuryEvaluation

impl Sync for TreasuryEvaluation

impl Unpin for TreasuryEvaluation

impl UnsafeUnpin for TreasuryEvaluation

impl UnwindSafe for TreasuryEvaluation

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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

fn into(self) -> U

Calls U::from(self).

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

impl<T> Same for T

type Output = T

Should always be Self

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,