Function predicted_pnl
pub(crate) fn predicted_pnl(
py: Python<'_>,
book: &PyBook,
before: &PyMarket,
after: &PyMarket,
) -> PyResult<PyPredictedPnl>Expand description
The predicted explain of book between two markets of the same shape, a
print the after market alone holds being the reset step rather than a
difference of shape.
Raises ValueError where after differs from before by more than its
parameters — a market under a scenario, whose shock the risk vector has no
coordinate for; explain attributes such a move.