Struct PyRiskFrame 

pub struct PyRiskFrame {
    pub(crate) npv: f64,
    pub(crate) risk: RiskVector,
    pub(crate) market: MarketContext,
}

One risk pass and the market it was taken against: what a measure resolves against, read as many ways as a desk needs.

Fields

npv: f64

risk: RiskVector

market: MarketContext

Implementations

impl PyRiskFrame

pub(crate) fn read( &self, axis: Named<RiskAxis>, basis: Named<Basis>, aggregation: Named<Aggregation>, scale: Named<Scale>, buckets: Option<Vec<Tenor>>, ) -> PyResult<PyRecords>

The reading on axis: label, curve, date, value per row. basis is zero (the curve nodes’ own quotes) or par (flipped through each curve’s ladder); aggregation is total, bucketed, by-curve or ladder; scale is unit, bp, pct, volpt or x<factor>. Each takes its class or its spelling.

buckets buckets the reading on the caller’s own edges (["18M", "3Y"], each a tenor or a Period) rather than the fixed ladder: a bucket up to each edge, labelled by it, then one past the last (3Y+). It is the bucketed aggregation on those edges, so any other aggregation beside it is refused, as are no edges, or edges not positive and rising.

pub(crate) fn npv(&self) -> f64

The book’s value in the pass this frame holds.

pub(crate) fn __repr__(&self) -> String

pub(crate) fn valuation_date(&self) -> Option<NaiveDate>

The valuation date of the market the pass was taken against.

pub(crate) fn risk(&self) -> PyRecords

The raw input sensitivities the pass produced: input, value.

Trait Implementations

impl DerefToPyAny for PyRiskFrame

impl IntoPy<Py<PyAny>> for PyRiskFrame

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

Performs the conversion.

impl PyClass for PyRiskFrame

type Frozen = True

Whether the pyclass is frozen.

impl PyClassImpl for PyRiskFrame

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<PyRiskFrame>

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 PyRiskFrame

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

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

impl PyMethods<PyRiskFrame> for PyClassImplCollector<PyRiskFrame>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for PyRiskFrame

const NAME: &'static str = "RiskFrame"

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.