pub enum ShockType {
AbsoluteShift(f64),
RelativeShift(f64),
VolatilityScaling(f64),
CorrelationBreakdown(f64),
}Expand description
Type of shock applied to an asset’s price.
AbsoluteShift(delta): addsdeltadirectly to the price.RelativeShift(frac): multiplies price by(1 + frac).VolatilityScaling(factor): scales price byfactor(models vol regime shift).CorrelationBreakdown(delta): addsdeltato price (models spread/basis blow-out).
Variants§
AbsoluteShift(f64)
Add an absolute amount to the price (can be negative).
RelativeShift(f64)
Multiply price by (1 + fraction) (e.g. -0.30 = -30%).
VolatilityScaling(f64)
Scale price by factor (e.g. 1.5 = +50% vol-driven move).
CorrelationBreakdown(f64)
Add delta to price (models correlation breakdown / basis widening).
Trait Implementations§
Auto Trait Implementations§
impl Freeze for ShockType
impl RefUnwindSafe for ShockType
impl Send for ShockType
impl Sync for ShockType
impl Unpin for ShockType
impl UnsafeUnpin for ShockType
impl UnwindSafe for ShockType
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more