Struct StressTestingBatchInput 

pub struct StressTestingBatchInput {
    pub portfolio: Portfolio,
    pub scenarios: Vec<StressScenario>,
    pub sensitivities: Option<Vec<Sensitivity>>,
}

Input for batch stress testing.

Fields

portfolio: Portfolio

Portfolio to stress test.

scenarios: Vec<StressScenario>

Stress scenarios to apply.

sensitivities: Option<Vec<Sensitivity>>

Optional sensitivities for non-linear effects.

Implementations

impl StressTestingBatchInput

pub fn new(portfolio: Portfolio, scenarios: Vec<StressScenario>) -> Self

Create a new batch stress testing input.

pub fn with_sensitivities( portfolio: Portfolio, scenarios: Vec<StressScenario>, sensitivities: Vec<Sensitivity>, ) -> Self

Create with sensitivities.

pub fn standard_scenarios(portfolio: Portfolio) -> Self

Create with standard scenarios.

Trait Implementations

impl BatchKernel<StressTestingBatchInput, StressTestingBatchOutput> for StressTesting

fn execute<'life0, 'async_trait>( &'life0 self, input: StressTestingBatchInput, ) -> Pin<Box<dyn Future<Output = Result<StressTestingBatchOutput>> + 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.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

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

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

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

Execute the kernel with a timeout.

impl Clone for StressTestingBatchInput

fn clone(&self) -> StressTestingBatchInput

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StressTestingBatchInput

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for StressTestingBatchInput

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for StressTestingBatchInput

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

where __S: Serializer,

Serialize this value into the given Serde serializer.