Struct VaRParams 

pub struct VaRParams {
    pub confidence_level: f64,
    pub holding_period: u32,
    pub n_simulations: u32,
}

Value at Risk calculation parameters.

Fields

confidence_level: f64

Confidence level (e.g., 0.95 for 95% VaR).

holding_period: u32

Holding period in days.

n_simulations: u32

Number of Monte Carlo simulations.

Implementations

impl VaRParams

pub fn new( confidence_level: f64, holding_period: u32, n_simulations: u32, ) -> Self

Create new VaR parameters.

Trait Implementations

impl Clone for VaRParams

fn clone(&self) -> VaRParams

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for VaRParams

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

Formats the value using the given formatter.

impl Default for VaRParams

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for VaRParams

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for VaRParams

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for VaRParams