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MixedCompositionResult

quant_metrics::composition

Struct MixedCompositionResult

pub struct MixedCompositionResult {
    pub equity_curve: Vec<PortfolioEquityPoint>,
    pub leg_equity_curves: Vec<Vec<PortfolioEquityPoint>>,
    pub periods_per_year: u32,
    pub leg_labels: Vec<String>,
    pub effective_weights: Vec<(String, Decimal)>,
    pub final_weights: Vec<(String, Decimal)>,
    pub rebalance_events: Vec<RebalanceEvent>,
    pub margin_call: bool,
    pub warnings: Vec<String>,
}

Expand description

Result of mixed-frequency composition with rebalancing.

Fields§

§equity_curve: Vec<PortfolioEquityPoint>§leg_equity_curves: Vec<Vec<PortfolioEquityPoint>>§periods_per_year: u32§leg_labels: Vec<String>§effective_weights: Vec<(String, Decimal)>

Initial weights as computed by the allocation method (before any drift).

§final_weights: Vec<(String, Decimal)>§rebalance_events: Vec<RebalanceEvent>§margin_call: bool§warnings: Vec<String>

Trait Implementations§

impl Clone for MixedCompositionResult

fn clone(&self) -> MixedCompositionResult

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for MixedCompositionResult

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

impl Freeze for MixedCompositionResult

impl RefUnwindSafe for MixedCompositionResult

impl Send for MixedCompositionResult

impl Sync for MixedCompositionResult

impl Unpin for MixedCompositionResult

impl UnsafeUnpin for MixedCompositionResult

impl UnwindSafe for MixedCompositionResult

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.