Crate use_portfolio_weight 

use-portfolio-weight

Primitive portfolio weight vocabulary for RustUse quantitative crates.

use-portfolio-weight stores finite f64 weights, including negative weights for short exposure vocabulary, and deterministic asset-weight sets.

Example

use use_portfolio_weight::{AssetWeight, PortfolioWeight, WeightSet};

let weights = WeightSet::from_asset_weights([
    AssetWeight::new("ABC", PortfolioWeight::new(0.60)?)?,
    AssetWeight::new("XYZ", PortfolioWeight::new(0.40)?)?,
])?;

assert_eq!(weights.sum(), 1.0);
assert!(weights.is_approximately_fully_invested(1.0e-12)?);

Scope

Use this crate for descriptive asset weights. It does not optimize portfolios, rebalance, trade, or provide allocation advice.

License

Licensed under either MIT or Apache-2.0.

Modules

prelude

Common portfolio weight primitives.

Structs

AssetWeight

A non-empty asset identifier paired with a portfolio weight.

PortfolioWeight

A finite portfolio weight value.

WeightSet

A deterministic set of asset weights keyed by asset identifier.

Enums

PortfolioWeightError

Errors returned by portfolio weight helpers.