Struct ResetRow 

pub struct ResetRow {
    pub index: String,
    pub date: NaiveDate,
    pub forecast: f64,
    pub print: f64,
    pub move_bp: f64,
    pub risk_bp: f64,
    pub pnl: f64,
}

One published print’s contribution to the reset step.

Fields

index: String

The index the print is filed under.

date: NaiveDate

The observation date.

forecast: f64

What the print replaced: the index’s own forecast off the starting market’s projection curve for the date — at the curve’s reference date where the print is dated before it, the front of the curve read flat backward — or, for a restated print, the value the starting market held.

print: f64

The print the ending market holds.

move_bp: f64

print − forecast, in basis points.

risk_bp: f64

The book’s sensitivity to the print on the ending market, per basis point — the fixing row of its risk vector.

pnl: f64

The exact revaluation from publishing this print, the prints before it in date order already published.

Trait Implementations

impl Clone for ResetRow

fn clone(&self) -> ResetRow

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ResetRow

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

Formats the value using the given formatter.

impl PartialEq for ResetRow

fn eq(&self, other: &ResetRow) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for ResetRow