Struct StressTesting 

pub struct StressTesting { /* private fields */ }

Stress testing kernel.

Applies stress scenarios to portfolios and calculates P&L impacts.

Implementations

impl StressTesting

pub fn new() -> Self

Create a new stress testing kernel.

pub fn compute( portfolio: &Portfolio, scenario: &StressScenario, sensitivities: Option<&[Sensitivity]>, ) -> StressTestResult

Run a single stress scenario.

Arguments

• portfolio - Portfolio to stress
• scenario - Stress scenario to apply
• sensitivities - Optional sensitivities for non-linear effects

pub fn compute_batch( portfolio: &Portfolio, scenarios: &[StressScenario], sensitivities: Option<&[Sensitivity]>, ) -> Vec<StressTestResult>

Run multiple stress scenarios.

pub fn standard_scenarios() -> Vec<StressScenario>

Generate standard stress scenarios.

pub fn worst_case( portfolio: &Portfolio, scenarios: &[StressScenario], sensitivities: Option<&[Sensitivity]>, ) -> Option<StressTestResult>

Find worst-case scenario from a set.

pub fn expected_stress_loss( portfolio: &Portfolio, scenarios: &[StressScenario], sensitivities: Option<&[Sensitivity]>, ) -> f64

Calculate expected stress loss (probability-weighted).

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 BatchKernel<StressTestingInput, StressTestingOutput> for StressTesting

fn execute<'life0, 'async_trait>( &'life0 self, input: StressTestingInput, ) -> Pin<Box<dyn Future<Output = Result<StressTestingOutput>> + 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 StressTesting

fn clone(&self) -> StressTesting

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StressTesting

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

Formats the value using the given formatter.

impl Default for StressTesting

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for StressTesting

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.

fn health_check(&self) -> HealthStatus

Perform a health check on this kernel.

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

Graceful shutdown of the kernel.

fn refresh_config(&mut self, _config: &KernelConfig) -> Result<(), KernelError>

Refresh kernel configuration at runtime.