Struct PySimulatedGap 

pub(crate) struct PySimulatedGap {
    inner: SimulatedGap,
}

A repack note’s simulated gap: the charge, its standard error, its legs and its profile.

Fields

inner: SimulatedGap

Implementations

impl PySimulatedGap

fn charge(&self) -> f64

The charge: the mean of the paths’ discounted gaps, in currency.

fn standard_error(&self) -> f64

The charge’s standard error, over antithetic pair means when paired.

fn legs(&self) -> PyRecords

The charge split by what ended the note: leg (diffusive_default, crisis_default, trigger_gapped, trigger_slow) and charge.

fn profile(&self) -> PyRecords

One row per default date: date, default_weight (the discounted default weight over the interval), expected_gap (given default there) and pfe (the gap at the settings’ quantile).

fn __repr__(&self) -> String

Trait Implementations

impl DerefToPyAny for PySimulatedGap

impl IntoPy<Py<PyAny>> for PySimulatedGap

fn into_py(self, py: Python<'_>) -> PyObject

Performs the conversion.

impl PyClass for PySimulatedGap

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PySimulatedGap

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<PySimulatedGap>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::ImmutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a PySimulatedGap

type Holder = Option<PyRef<'py, PySimulatedGap>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<PySimulatedGap> for PyClassImplCollector<PySimulatedGap>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PySimulatedGap

const NAME: &'static str = "SimulatedGap"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object_bound(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of_bound(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.