AssetVolatilityState

rustkernel_temporal::volatility

Struct AssetVolatilityState

pub struct AssetVolatilityState {
    pub asset_id: u64,
    pub coefficients: GARCHCoefficients,
    pub variance: f64,
    pub volatility: f64,
    pub ewma_variance: f64,
    pub ewma_lambda: f64,
    pub last_return: f64,
    pub observation_count: u64,
}

Expand description

Per-asset volatility state for Ring mode operations.

Fields§

§asset_id: u64

Asset identifier.

§coefficients: GARCHCoefficients

Current GARCH coefficients.

§variance: f64

Current variance estimate.

§volatility: f64

Current volatility (sqrt variance).

§ewma_variance: f64

EWMA variance.

§ewma_lambda: f64

EWMA lambda.

§last_return: f64

Last return observation.

§observation_count: u64

Observation count.

Trait Implementations§

impl Clone for AssetVolatilityState

fn clone(&self) -> AssetVolatilityState

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for AssetVolatilityState

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

Formats the value using the given formatter. Read more

impl Default for AssetVolatilityState

fn default() -> AssetVolatilityState

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl Freeze for AssetVolatilityState

impl RefUnwindSafe for AssetVolatilityState

impl Send for AssetVolatilityState

impl Sync for AssetVolatilityState

impl Unpin for AssetVolatilityState

impl UnwindSafe for AssetVolatilityState

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> ArchivePointee for T

type ArchivedMetadata = ()

The archived version of the pointer metadata for this type.

fn pointer_metadata( _: &<T as ArchivePointee>::ArchivedMetadata, ) -> <T as Pointee>::Metadata

Converts some archived metadata to the pointer metadata for itself.

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

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

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

Performs copy-assignment from self to dest. Read more

impl<F, W, T, D> Deserialize<With<T, W>, D> for F
where W: DeserializeWith<F, T, D>, D: Fallible + ?Sized, F: ?Sized,

fn deserialize( &self, deserializer: &mut D, ) -> Result<With<T, W>, <D as Fallible>::Error>

Deserializes using the given deserializer

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> LayoutRaw for T

fn layout_raw(_: <T as Pointee>::Metadata) -> Result<Layout, LayoutError>

Gets the layout of the type.

impl<T> Pointee for T

type Metadata = ()

The type for metadata in pointers and references to Self.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

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