FXHedgingResult

rustkernel_treasury::types

Struct FXHedgingResult 

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pub struct FXHedgingResult {
    pub hedges: Vec<FXHedge>,
    pub residual_exposure: f64,
    pub hedge_ratio: f64,
    pub total_cost: f64,
    pub var_reduction: f64,
}
Expand description

FX hedging result.

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§hedges: Vec<FXHedge>

Recommended hedges.

§residual_exposure: f64

Net exposure after hedging.

§hedge_ratio: f64

Hedge ratio.

§total_cost: f64

Total hedge cost.

§var_reduction: f64

VaR reduction.

Trait Implementations§

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impl Clone for FXHedgingResult

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fn clone(&self) -> FXHedgingResult

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 FXHedgingResult

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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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