Struct AllocationPolicy 

pub struct AllocationPolicy {
    pub allow_shorts: bool,
    pub max_gross: f64,
    pub epsilon: f64,
}

Validity limits a target-allocation vector must respect.

Fields

allow_shorts: bool

Whether negative (short) weights are permitted.

max_gross: f64

Cap on gross exposure Σ|wᵢ| (1.0 = fully invested, no leverage).

epsilon: f64

Tolerance for the gross-exposure comparison (floating-point slack).

Trait Implementations

impl Clone for AllocationPolicy

fn clone(&self) -> AllocationPolicy

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AllocationPolicy

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

Formats the value using the given formatter.

impl Default for AllocationPolicy

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for AllocationPolicy

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for AllocationPolicy

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

where __S: Serializer,

Serialize this value into the given Serde serializer.