Struct quantmath::risk::ReportTolerances

pub struct ReportTolerances { /* fields omitted */ }

Tolerances for comparing risk reports. The price_tol is used for comparing prices, and things that behave like prices such as bumped prices. The currency_risk_tol is used for comparing risks that are in units of currency and measure the change in price for a given bump, such as Vega or Volga. The unit_risk_tol is used for comparing risks that have no units, and measure the percentage change in price for a given bump, such as Delta or Gamma.

Methods

impl ReportTolerances

pub fn new(price: f64, currency_risk: f64, unit_risk: f64) -> ReportTolerances

pub fn price(&self) -> f64

pub fn currency_risk(&self) -> f64

pub fn unit_risk(&self) -> f64

Trait Implementations

impl<'v> ApproxEq<ReportTolerances, &'v DeltaGammaReport> for &'v DeltaGammaReport

fn validate(     self,     other: &'v DeltaGammaReport,     tol: &ReportTolerances,     _msg: &str,     diffs: &mut Formatter ) -> Result

Are the two objects approximately the same? If so, return without doing anything. If they are different, write a description of the differences to the diffs parameter. If the diffs ends up not having been written to, treat this as success. Returns an error if the formatter fails or if the objects are so different they cannot be compared. The tol parameter changes its type and meaning depending on what is being valued.

impl<'v> ApproxEq<ReportTolerances, &'v TimeBumpedReport> for &'v TimeBumpedReport

fn validate(     self,     other: &'v TimeBumpedReport,     tol: &ReportTolerances,     msg: &str,     diffs: &mut Formatter ) -> Result

Are the two objects approximately the same? If so, return without doing anything. If they are different, write a description of the differences to the diffs parameter. If the diffs ends up not having been written to, treat this as success. Returns an error if the formatter fails or if the objects are so different they cannot be compared. The tol parameter changes its type and meaning depending on what is being valued.

impl<'v> ApproxEq<ReportTolerances, &'v VegaVolgaReport> for &'v VegaVolgaReport

fn validate(     self,     other: &'v VegaVolgaReport,     tol: &ReportTolerances,     _msg: &str,     diffs: &mut Formatter ) -> Result

Are the two objects approximately the same? If so, return without doing anything. If they are different, write a description of the differences to the diffs parameter. If the diffs ends up not having been written to, treat this as success. Returns an error if the formatter fails or if the objects are so different they cannot be compared. The tol parameter changes its type and meaning depending on what is being valued.

impl<'v> ApproxEq<ReportTolerances, &'v BoxReport> for &'v BoxReport

fn validate(     self,     other: &'v BoxReport,     tol: &ReportTolerances,     msg: &str,     diffs: &mut Formatter ) -> Result

Are the two objects approximately the same? If so, return without doing anything. If they are different, write a description of the differences to the diffs parameter. If the diffs ends up not having been written to, treat this as success. Returns an error if the formatter fails or if the objects are so different they cannot be compared. The tol parameter changes its type and meaning depending on what is being valued.

impl<'v> ApproxEq<ReportTolerances, &'v [BoxReport]> for &'v [BoxReport]

fn validate(     self,     other: &'v [BoxReport],     tol: &ReportTolerances,     msg: &str,     diffs: &mut Formatter ) -> Result

Are the two objects approximately the same? If so, return without doing anything. If they are different, write a description of the differences to the diffs parameter. If the diffs ends up not having been written to, treat this as success. Returns an error if the formatter fails or if the objects are so different they cannot be compared. The tol parameter changes its type and meaning depending on what is being valued.