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FxRateServiceConfig

datasynth_generators::fx

Struct FxRateServiceConfig

pub struct FxRateServiceConfig {
    pub base_currency: String,
    pub mean_reversion_speed: f64,
    pub long_term_mean: f64,
    pub daily_volatility: f64,
    pub fat_tail_probability: f64,
    pub fat_tail_multiplier: f64,
    pub currencies: Vec<String>,
    pub include_weekends: bool,
}

Expand description

Configuration for FX rate generation.

Fields§

§base_currency: String

Base currency for all rates.

§mean_reversion_speed: f64

Mean reversion speed (theta) - higher = faster reversion.

§long_term_mean: f64

Long-term mean level (typically 0 for log returns).

§daily_volatility: f64

Daily volatility (sigma) - typical FX volatility is 0.5-1% daily.

§fat_tail_probability: f64

Probability of fat-tail event (2x volatility).

§fat_tail_multiplier: f64

Fat-tail multiplier.

§currencies: Vec<String>

Currencies to generate rates for.

§include_weekends: bool

Whether to generate weekend rates (or skip weekends).

Trait Implementations§

impl Clone for FxRateServiceConfig

fn clone(&self) -> FxRateServiceConfig

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 FxRateServiceConfig

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

Formats the value using the given formatter. Read more

impl Default for FxRateServiceConfig

fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl Freeze for FxRateServiceConfig

impl RefUnwindSafe for FxRateServiceConfig

impl Send for FxRateServiceConfig

impl Sync for FxRateServiceConfig

impl Unpin for FxRateServiceConfig

impl UnwindSafe for FxRateServiceConfig

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, 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> 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