Crate use_risk 

use-risk

Primitive quantitative risk vocabulary for RustUse.

use-risk stores risk measures, levels, numeric limits, and budgets as simple descriptive wrappers.

Example

use use_risk::{RiskBudget, RiskLevel, RiskLimit, RiskMeasure};

let limit = RiskLimit::new(RiskMeasure::Volatility, 0.20)?.with_level(RiskLevel::Medium);
let budget = RiskBudget::new(RiskMeasure::Drawdown, 0.10)?;

assert_eq!(limit.measure().to_string(), "volatility");
assert_eq!(budget.amount(), 0.10);

Scope

Use this crate for simple risk vocabulary and numeric thresholds. It does not compute VaR/ES, run a risk platform, report regulation, or provide advice.

License

Licensed under either MIT or Apache-2.0.

Modules

prelude

Common risk primitives.

Structs

RiskBudget

A simple numeric risk budget value.

RiskLimit

A simple numeric risk limit threshold.

Enums

RiskError

Errors returned by risk wrappers.

RiskLevel

Descriptive risk level vocabulary.

RiskLevelParseError

Errors returned while parsing risk levels.

RiskMeasure

Descriptive risk measure vocabulary.

RiskMeasureParseError

Errors returned while parsing risk measures.