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ShockType

Enum ShockType 

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pub enum ShockType {
    AbsoluteShift(f64),
    RelativeShift(f64),
    VolatilityScaling(f64),
    CorrelationBreakdown(f64),
}
Expand description

Type of shock applied to an asset’s price.

  • AbsoluteShift(delta): adds delta directly to the price.
  • RelativeShift(frac): multiplies price by (1 + frac).
  • VolatilityScaling(factor): scales price by factor (models vol regime shift).
  • CorrelationBreakdown(delta): adds delta to price (models spread/basis blow-out).

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AbsoluteShift(f64)

Add an absolute amount to the price (can be negative).

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RelativeShift(f64)

Multiply price by (1 + fraction) (e.g. -0.30 = -30%).

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VolatilityScaling(f64)

Scale price by factor (e.g. 1.5 = +50% vol-driven move).

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CorrelationBreakdown(f64)

Add delta to price (models correlation breakdown / basis widening).

Trait Implementations§

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impl Clone for ShockType

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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 ShockType

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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

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fn type_id(&self) -> TypeId

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

Immutably borrows from an owned value. Read more
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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

Returns the argument unchanged.

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

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<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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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.