Enum BumpedKind 

#[non_exhaustive]
pub enum BumpedKind {
    Correlation,
    Recovery,
    QuoteHeldRecovery,
    MarketVega,
}

A sensitivity computed outside the one risk pass a report takes.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Correlation

A central-difference parallel shift of each base-correlation skew.

Recovery

A central-difference recovery bump, the survival curve held.

QuoteHeldRecovery

A central-difference recovery bump, the CDS quotes held.

MarketVega

Vega per quoted swaption, through a Hull-White fit.

Implementations

impl BumpedKind

pub fn method(self) -> &'static str

The Book call that computes it, on both surfaces: a credit_bumps kind, or market_vega.

pub fn axis(self) -> RiskAxis

The axis whose market inputs it moves.

Trait Implementations

impl Clone for BumpedKind

fn clone(&self) -> BumpedKind

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for BumpedKind

impl Debug for BumpedKind

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

Formats the value using the given formatter.

impl Eq for BumpedKind

impl Hash for BumpedKind

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for BumpedKind

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