Struct PortfolioRiskAggregation 

pub struct PortfolioRiskAggregation { /* private fields */ }

Portfolio risk aggregation kernel.

Aggregates risk measures across portfolio with correlation adjustment.

Implementations

impl PortfolioRiskAggregation

pub fn new() -> Self

Create a new portfolio risk aggregation kernel.

pub fn compute( portfolio: &Portfolio, confidence_level: f64, holding_period: u32, ) -> PortfolioRiskResult

Aggregate portfolio risk.

Arguments

• portfolio - Portfolio to analyze
• confidence_level - Confidence level for VaR
• holding_period - Holding period in days

Trait Implementations

impl BatchKernel<PortfolioRiskAggregationInput, PortfolioRiskAggregationOutput> for PortfolioRiskAggregation

fn execute<'life0, 'async_trait>( &'life0 self, input: PortfolioRiskAggregationInput, ) -> Pin<Box<dyn Future<Output = Result<PortfolioRiskAggregationOutput>> + Send + 'async_trait>>

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

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

impl Clone for PortfolioRiskAggregation

fn clone(&self) -> PortfolioRiskAggregation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PortfolioRiskAggregation

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

Formats the value using the given formatter.

impl Default for PortfolioRiskAggregation

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for PortfolioRiskAggregation

fn metadata(&self) -> &KernelMetadata

Returns the kernel metadata.

fn validate(&self) -> Result<(), KernelError>

Validate kernel configuration.

fn id(&self) -> &str

Returns the kernel ID.

fn requires_gpu_native(&self) -> bool

Returns true if this kernel requires GPU-native execution.