Function predicted_pnl
pub fn predicted_pnl(
book: &Book,
before: &MarketContext,
after: &MarketContext,
) -> Result<PredictedPnl, PnlError>Expand description
The predicted explain of book between before and after. Prints
after holds and before does not are published first — the resets
term, an exact step, since the risk vector at before has no row for a
print it does not hold — and the first and second order are read from
the market with them.
§Errors
The layout guard, the risk pass, a valuation, or
PnlError::MoveOutsideParameters when after differs from before’s
structure at after’s parameters — a scenario’s shock, say, which the
risk vector has no coordinate for.