Struct RiskVector 

pub struct RiskVector {
    entries: Vec<RiskEntry>,
}

The risk vector one pass produced.

Sorted by key, so two runs of the same valuation compare directly, and sparse: an input the valuation was insensitive to produces no entry rather than a zero row. A ladder full of structural zeroes hides the one axis that was zeroed by mistake.

Fields

entries: Vec<RiskEntry>

Implementations

impl RiskVector

pub fn new(entries: Vec<RiskEntry>) -> Self

A vector over entries, sorted by key.

pub fn entries(&self) -> &[RiskEntry]

The entries, in key order.

pub fn len(&self) -> usize

How many entries the vector holds.

pub fn is_empty(&self) -> bool

Whether the valuation was insensitive to every lifted input.

pub fn get(&self, id: &MarketInputId) -> Option<f64>

The derivative reported for id, if any.

pub fn on_axis(&self, axis: RiskAxis) -> Vec<&RiskEntry>

The entries on axis, in key order.

pub fn total_on(&self, axis: RiskAxis) -> f64

The parallel sum of axis — only that axis.

This is the whole of 8.8: a measure declaring an axis reads the entries belonging to it and nothing else, so a portfolio carrying credit, repo and FX exposure alongside its rate exposure still reports a rate delta that is a rate delta.

pub fn on_curve(&self, curve: &CurveId) -> Vec<&RiskEntry>

The entries belonging to curve, in key order.

pub fn axes(&self) -> Vec<RiskAxis>

Every axis this vector carries an entry on.

Trait Implementations

impl Clone for RiskVector

fn clone(&self) -> RiskVector

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RiskVector

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

Formats the value using the given formatter.

impl Default for RiskVector

fn default() -> RiskVector

Returns the “default value” for a type.

impl PartialEq for RiskVector

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