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PathOutcome

helixrs::models::repack_sim

Struct PathOutcome 

struct PathOutcome {
    legs: GapLegs,
    defaults: Vec<(usize, f64, f64)>,
    survival: Vec<f64>,
}
Expand description

What one path contributes.

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§legs: GapLegs§defaults: Vec<(usize, f64, f64)>

Per default-date row: (discounted weight, gap) samples.

§survival: Vec<f64>

The discounted survival weight D·S at each default date the path reached, in order: what the default-mass and CDS gates average.

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