Enum MarkId
pub(crate) enum MarkId {
BaseCorrelation(CreditIndexId),
CmsSpreadCorrelation(String, String),
BasketCorrelation(String),
RecoveryFloor(CreditIndexId),
CopulaDof(CreditIndexId),
FuturePrice(ListedFutureId),
EquitySpot(String),
Exogenous(String),
}Expand description
The identity a model mark is stored under — a parameter someone chose rather than a curve calibrated from instruments or a fact already printed: a correlation, a tranche’s recovery floor or copula degrees of freedom, a watched exogenous scalar. Variants in the order the lift walks the marks, which is this declaration’s.
Crate-visible: the public vocabulary stays the typed verbs, readers, risk rows and scenario selectors, none of which spell a mark this way.
Variants§
BaseCorrelation(CreditIndexId)
A credit index’s base correlation by detachment: one parameter per quoted point, on the correlation axis.
CmsSpreadCorrelation(String, String)
A pair of swap indices’ CMS spread correlation, the pair in the order
correlation_pair puts it: one parameter per pillar, on the
correlation axis.
BasketCorrelation(String)
A basket’s asset correlation, by the caller’s key: one parameter, on the correlation axis.
RecoveryFloor(CreditIndexId)
A credit index’s tranche recovery floor: one parameter, on the recovery axis.
CopulaDof(CreditIndexId)
A credit index’s double-t degrees of freedom, factor and name: two parameters, on the correlation axis.
FuturePrice(ListedFutureId)
A listed future’s quoted price, per 100 face: one parameter, on the futures-price axis.
EquitySpot(String)
An equity’s quoted spot, by name: one parameter, on the equity axis.
Exogenous(String)
A watched exogenous scalar, by label: one parameter, on no axis — it
has no bump unit. The axis each row sits on is what axis_of reads
off the MarketInputId the mark labels its parameters with.