Enum BasketCorrelation 

pub enum BasketCorrelation {
    Contract(f64),
    Market(String),
}

Where a basket’s asset correlation comes from.

A contract correlation is a term of the trade and has no risk row; a market correlation is read from MarketContext::with_basket_correlation under its key and carries one on the correlation axis — as a contractual recovery and a market recovery differ.

Variants

Contract(f64)

A correlation in [0, 1) stated on the trade.

Market(String)

The market’s basket correlation under this key.

Trait Implementations

impl Clone for BasketCorrelation

fn clone(&self) -> BasketCorrelation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BasketCorrelation

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

Formats the value using the given formatter.

impl PartialEq for BasketCorrelation

fn eq(&self, other: &BasketCorrelation) -> 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 BasketCorrelation