Struct CostModel 

pub struct CostModel {
    pub fee_bps: f64,
    pub slippage_bps: f64,
    pub impact_bps: f64,
    pub financing_bps: f64,
    pub max_participation: f64,
}

Basis-point transaction cost model.

Fields

fee_bps: f64

slippage_bps: f64

impact_bps: f64

Own-order market-impact coefficient (bps at 100% participation). Slippage grows with the square root of the trade’s share of portfolio NAV, so an agent that wins by betting huge pays for the size it moves.

financing_bps: f64

Per-step financing cost (bps) charged on leveraged exposure above 1× NAV — the cost of carrying borrowed money. Long-only, fully-invested books (gross ≤ 1) pay nothing; leverage pays for the size it borrows.

max_participation: f64

Liquidity cap: the most an agent may trade in one step, as a fraction of NAV. An order larger than this only partially fills; the remainder is left for later steps. f64::INFINITY (the default) = unlimited liquidity.

Trait Implementations

impl Clone for CostModel

fn clone(&self) -> CostModel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for CostModel

impl Debug for CostModel

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

Formats the value using the given formatter.

impl Default for CostModel

fn default() -> CostModel

Returns the “default value” for a type.