Struct StressScenario 

pub struct StressScenario {
    pub name: String,
    pub description: String,
    pub shocks: Vec<(String, f64)>,
    pub probability: f64,
}

A stress scenario definition.

Fields

name: String

Scenario name.

description: String

Scenario description.

shocks: Vec<(String, f64)>

Risk factor shocks (factor_name, shock_percentage).

probability: f64

Scenario probability (for expected loss calculation).

Implementations

impl StressScenario

pub fn new( name: &str, description: &str, shocks: Vec<(String, f64)>, probability: f64, ) -> Self

Create a new stress scenario.

pub fn equity_crash(shock_pct: f64) -> Self

Create a simple equity shock scenario.

pub fn rate_shock(shock_bps: f64) -> Self

Create an interest rate shock scenario.

pub fn credit_spread_widening(shock_bps: f64) -> Self

Create a credit spread widening scenario.

Trait Implementations

impl Clone for StressScenario

fn clone(&self) -> StressScenario

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for StressScenario

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for StressScenario

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for StressScenario

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

where __S: Serializer,

Serialize this value into the given Serde serializer.