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Prepared

helixrs::models::repack_sim

Struct Prepared

struct Prepared {Show 13 fields
    default_dates: Vec<NaiveDate>,
    default_times: Vec<f64>,
    default_claims: Vec<Claim>,
    fx_drift: Vec<f64>,
    default_points: Vec<usize>,
    monitors: Vec<Monitor>,
    grid: Vec<f64>,
    horizon: f64,
    level: f64,
    lag_days: i64,
    phi: Vec<f64>,
    psi: Vec<f64>,
    recovery_nodes: Vec<(f64, f64)>,
}

Expand description

The simulation’s prepared dates and the bonds read on them. The grid — every date a path is read on but a crisis — depends on the note alone.

Fields§

§default_dates: Vec<NaiveDate>§default_times: Vec<f64>§default_claims: Vec<Claim>§fx_drift: Vec<f64>

The FX rate’s log less its state part at each default date.

§default_points: Vec<usize>§monitors: Vec<Monitor>§grid: Vec<f64>§horizon: f64§level: f64§lag_days: i64§phi: Vec<f64>§psi: Vec<f64>§recovery_nodes: Vec<(f64, f64)>

The recovery a default pays, as (recovery, weight) nodes: the market recovery alone, or its beta distribution’s quadrature.

Auto Trait Implementations§

impl Freeze for Prepared

impl RefUnwindSafe for Prepared

impl Send for Prepared

impl Sync for Prepared

impl Unpin for Prepared

impl UnsafeUnpin for Prepared

impl UnwindSafe for Prepared

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

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impl<T> Borrow<T> for T
where T: ?Sized,

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impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

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impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

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Calls U::from(self).

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Performs the conversion.

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where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.