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predicted_pnl

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.