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value_at

Function value_at 

fn value_at(
    book: &Book,
    market: &MarketContext,
    diff: &MarketDiff,
    moved: &[bool],
) -> Result<f64, PnlError>
Expand description

The book’s value against market with every input moved at diff’s ending value and the rest at its starting value.

§Errors

PnlError::LayoutMismatch if re-pinning changed market’s layout, and a valuation’s own error.