StressTestResult

rustkernel_risk::types

Struct StressTestResult 

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pub struct StressTestResult {
    pub scenario_name: String,
    pub pnl_impact: f64,
    pub pnl_impact_pct: f64,
    pub asset_impacts: Vec<(u64, f64)>,
    pub factor_impacts: Vec<(String, f64)>,
    pub post_stress_value: f64,
}
Expand description

Result of stress testing.

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§scenario_name: String

Scenario name.

§pnl_impact: f64

P&L impact (negative = loss).

§pnl_impact_pct: f64

Impact as percentage of portfolio value.

§asset_impacts: Vec<(u64, f64)>

Impact by asset.

§factor_impacts: Vec<(String, f64)>

Impact by risk factor.

§post_stress_value: f64

Post-stress portfolio value.

Trait Implementations§

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impl Clone for StressTestResult

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fn clone(&self) -> StressTestResult

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for StressTestResult

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for StressTestResult

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for StressTestResult

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

Serialize this value into the given Serde serializer. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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