Struct RiskContribution 

pub struct RiskContribution;

Computes per-position marginal risk contributions from a covariance matrix.

Example

use fin_primitives::attribution::RiskContribution;

// Two-asset portfolio: equal weights, uncorrelated, same vol
let weights = vec![0.5, 0.5];
let cov = vec![
    vec![0.04, 0.0],  // var(A) = 0.04, cov(A,B) = 0
    vec![0.0,  0.04], // cov(B,A) = 0,  var(B) = 0.04
];
let ids = vec!["A".to_owned(), "B".to_owned()];
let result = RiskContribution::compute(&ids, &weights, &cov).unwrap();
// Each asset contributes 50% of portfolio risk
assert!((result[0].pct_risk_contribution - 50.0).abs() < 0.01);

Implementations

impl RiskContribution

pub fn compute( ids: &[String], weights: &[f64], cov: &[Vec<f64>], ) -> Result<Vec<PositionRiskContribution>, FinError>

Compute per-position marginal risk contributions.

Parameters

• ids — Position identifiers, length N.
• weights — Portfolio weights, length N.
• cov — N×N covariance matrix (row-major).

Errors

Returns FinError::InvalidInput if:

• ids, weights, and cov lengths are inconsistent.
• Portfolio volatility is zero (all-zero weights or flat covariance).
• Any weight or covariance entry is non-finite.