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predicted_pnl

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.