Struct ExplainReport 

pub struct ExplainReport {
    pub legs: Vec<(ExplainLeg, f64)>,
    pub order: Vec<RiskAxis>,
    pub before: f64,
    pub after: f64,
    pub cash: f64,
}

A step-revaluation explain.

Fields

legs: Vec<(ExplainLeg, f64)>

One leg per step, in the order walked: what moved, and the value change it produced. Across days ExplainLeg::Cash and ExplainLeg::Carry first, then ExplainLeg::Resets where the ending market publishes prints the starting one lacks, then the axes in order, and last ExplainLeg::Unexplained, the off-axis inputs.

order: Vec<RiskAxis>

The axis order the ladder walked.

before: f64

The book’s value against the starting market — with each new print standing at the forecast it replaced, where the resets leg is present.

after: f64

The value at the final step — after’s parameters, so npv(after).

cash: f64

The cash paid between the two dates; zero within one day.

Implementations

impl ExplainReport

pub fn records(&self) -> Records

The legs as a table of axis and value: resets first where present, then the axes in the order walked, and last the empty-axis leg, carried as an empty label rather than dropped so the rows still sum to the move they explain. What the Python ExplainReport.legs() returns.

pub fn actual(&self) -> f64

The actual P&L, after − before + cash.

pub fn explained(&self) -> f64

The legs summed, which closes to actual within the round-off of the summation.

Trait Implementations

impl Clone for ExplainReport

fn clone(&self) -> ExplainReport

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ExplainReport

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.