Struct QueryVaRResponse 

pub struct QueryVaRResponse {
    pub request_id: u64,
    pub var_fp: i64,
    pub es_fp: i64,
    pub confidence_fp: i64,
    pub holding_period: u32,
    pub is_fresh: bool,
}

VaR query response.

Fields

request_id: u64

Original message ID.

var_fp: i64

Value at Risk (fixed-point: value * 100).

es_fp: i64

Expected Shortfall (fixed-point: value * 100).

confidence_fp: i64

Confidence level.

holding_period: u32

Holding period.

is_fresh: bool

Whether this is a fresh calculation.

Trait Implementations

impl Archive for QueryVaRResponse

where u64: Archive, i64: Archive, u32: Archive, bool: Archive,

type Archived = ArchivedQueryVaRResponse

The archived representation of this type.

type Resolver = QueryVaRResponseResolver

The resolver for this type. It must contain all the additional information from serializing needed to make the archived type from the normal type.

unsafe fn resolve( &self, pos: usize, resolver: Self::Resolver, out: *mut Self::Archived, )

Creates the archived version of this value at the given position and writes it to the given output.

impl Clone for QueryVaRResponse

fn clone(&self) -> QueryVaRResponse

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for QueryVaRResponse

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

Formats the value using the given formatter.

impl<__D: Fallible + ?Sized> Deserialize<QueryVaRResponse, __D> for Archived<QueryVaRResponse>

where u64: Archive, Archived<u64>: Deserialize<u64, __D>, i64: Archive, Archived<i64>: Deserialize<i64, __D>, u32: Archive, Archived<u32>: Deserialize<u32, __D>, bool: Archive, Archived<bool>: Deserialize<bool, __D>,

fn deserialize( &self, deserializer: &mut __D, ) -> Result<QueryVaRResponse, __D::Error>

Deserializes using the given deserializer

impl RingKernelHandler<QueryVaRRing, QueryVaRResponse> for MonteCarloVaR

RingKernelHandler for VaR queries.

Returns current cached VaR or triggers recalculation.

fn handle<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, msg: QueryVaRRing, ) -> Pin<Box<dyn Future<Output = Result<QueryVaRResponse>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Handle an incoming message.

fn initialize<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Initialize the kernel state.

fn shutdown<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Called when the kernel is being shut down.

impl RingMessage for QueryVaRResponse

fn message_type() -> u64

Get the message type discriminator.

fn message_id(&self) -> MessageId

Get the message ID.

fn correlation_id(&self) -> CorrelationId

Get the correlation ID (if any).

fn priority(&self) -> Priority

Get the priority.

fn serialize(&self) -> Vec<u8>

Serialize the message to bytes.

fn deserialize(bytes: &[u8]) -> Result<Self>

where Self: Sized,

Deserialize a message from bytes.

fn size_hint(&self) -> usize

Get the serialized size hint.

impl<__S: Fallible + ?Sized> Serialize<__S> for QueryVaRResponse

where u64: Serialize<__S>, i64: Serialize<__S>, u32: Serialize<__S>, bool: Serialize<__S>,

fn serialize(&self, serializer: &mut __S) -> Result<Self::Resolver, __S::Error>

Writes the dependencies for the object and returns a resolver that can create the archived type.