Function reset_pnl
pub fn reset_pnl(
book: &Book,
before: &MarketContext,
after: &MarketContext,
) -> Result<ResetPnl, PnlError>Expand description
The reset P&L of book from before to after: one row per print after
holds and before does not, or holds at another value, each the exact
revaluation from the forecast the print replaced to the print, the earlier
prints already published, beside the move and the sensitivity. The walk
starts from before with every new print standing at its forecast, since
a market lacking a print the book has accrued does not value.
§Errors
PnlError::ValuationDateMismatch when the markets are valued on
different days; the layout guard for any difference other than the
prints; a missing projection curve or unregistered index for a print’s
forecast; the risk pass; a valuation.