ShiftSensitivity

rustkernel_treasury::interest_rate

Struct ShiftSensitivity 

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pub struct ShiftSensitivity {
    pub shift_bps: f64,
    pub pv_before: f64,
    pub pv_after: f64,
    pub pv_change: f64,
    pub pct_change: f64,
}
Expand description

Parallel shift sensitivity result.

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§shift_bps: f64

Shift amount in basis points.

§pv_before: f64

PV before shift.

§pv_after: f64

PV after shift.

§pv_change: f64

PV change.

§pct_change: f64

Percentage change.

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impl Clone for ShiftSensitivity

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fn clone(&self) -> ShiftSensitivity

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
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impl Debug for ShiftSensitivity

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

Formats the value using the given formatter. Read more

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type ArchivedMetadata = ()

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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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