Struct PricePathOptions 

pub struct PricePathOptions {
    pub periods_per_year: f64,
    pub years: Option<f64>,
    pub risk_free_rate: f64,
    pub sortino_target: f64,
    pub return_kind: ReturnKind,
}

Options for price_path_solution.

Fields

periods_per_year: f64

Periods per year for annualizing volatility (e.g. 252, 12, 1).

years: Option<f64>

Calendar years spanned by the full path (for CAGR). If None, CAGR uses (prices.len() - 1) / periods_per_year.

risk_free_rate: f64

Per-period risk-free rate for Sharpe (same units as period returns).

sortino_target: f64

Target / MAR for Sortino (default 0.0).

return_kind: ReturnKind

Which return series drives mean/vol/Sharpe.

Implementations

impl PricePathOptions

pub fn new(periods_per_year: f64) -> Self

pub fn with_years(self, years: f64) -> Self

pub fn with_risk_free(self, risk_free_rate: f64) -> Self

pub fn with_sortino_target(self, target: f64) -> Self

pub fn with_return_kind(self, kind: ReturnKind) -> Self

Trait Implementations

impl Clone for PricePathOptions

fn clone(&self) -> PricePathOptions

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for PricePathOptions

impl Debug for PricePathOptions

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

Formats the value using the given formatter.

impl Default for PricePathOptions

fn default() -> Self

Returns the “default value” for a type.