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SectorAttribution

fin_primitives::attribution

Struct SectorAttribution 

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pub struct SectorAttribution {
    pub sector: Sector,
    pub allocation_effect: f64,
    pub selection_effect: f64,
    pub interaction_effect: f64,
    pub total_active_return: f64,
}
Expand description

Computed attribution effects for a single sector.

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§sector: Sector

Sector inputs used in computation.

§allocation_effect: f64

Allocation effect: (w_p - w_b) * (r_b_sector - R_b).

§selection_effect: f64

Selection effect: w_b * (r_p - r_b).

§interaction_effect: f64

Interaction effect: (w_p - w_b) * (r_p - r_b).

§total_active_return: f64

Total active return for this sector: allocation + selection + interaction.

Trait Implementations§

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impl Clone for SectorAttribution

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for SectorAttribution

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

Formats the value using the given formatter. Read more

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

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Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

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

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

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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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
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impl<T> From<T> for T

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fn from(t: T) -> T

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

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fn into(self) -> U

Calls U::from(self).

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

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where T: Clone,

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type Owned = T

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fn to_owned(&self) -> T

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impl<T, U> TryFrom<U> for T
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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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

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