Struct VolatilityConeOutput

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pub struct VolatilityConeOutput {
    pub current: f64,
    pub min: f64,
    pub median: f64,
    pub max: f64,
    pub percentile: f64,
}

Expand description

Output of VolatilityCone: the current realized volatility together with the envelope (the “cone”) it sits inside over the lookback window.

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§current: f64

Latest realized volatility (sample stddev of log returns over window).

§min: f64

Lowest realized volatility seen over the lookback window.

§median: f64

Median realized volatility over the lookback window.

§max: f64

Highest realized volatility seen over the lookback window.

§percentile: f64

Percentile rank of current within the lookback distribution, in [0, 100] — the share of stored volatilities <= current, times 100.

Trait Implementations§

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impl Clone for VolatilityConeOutput

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fn clone(&self) -> VolatilityConeOutput

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

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impl Copy for VolatilityConeOutput

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impl Debug for VolatilityConeOutput

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

Formats the value using the given formatter. Read more

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impl PartialEq for VolatilityConeOutput

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fn eq(&self, other: &VolatilityConeOutput) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

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impl StructuralPartialEq for VolatilityConeOutput

Auto Trait Implementations§

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impl UnwindSafe for VolatilityConeOutput

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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