Struct Factor 

pub struct Factor {
    pub name: String,
    pub returns: Vec<f64>,
}

A named return series representing one risk factor (e.g. market, value, momentum).

Fields

name: String

Human-readable name (e.g. "MKT", "SMB", "HML").

returns: Vec<f64>

Time-series of factor returns aligned with the asset return series.

Implementations

impl Factor

pub fn new(name: impl Into<String>, returns: Vec<f64>) -> Self

Creates a new Factor with the given name and return series.

Trait Implementations

impl Clone for Factor

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Factor

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

Formats the value using the given formatter.