Enum Sensitivity 

pub enum Sensitivity {
    Correlation,
    Recovery,
    RecoveryQuoteHeld,
}

A bumped sensitivity a book computes outside its one risk pass.

Variants

Correlation

Each credit index’s base correlation, bumped in parallel.

Recovery

Each entity’s market recovery, survival curve held.

RecoveryQuoteHeld

Each entity’s market recovery, CDS quotes held.

Implementations

impl Sensitivity

pub const ALL: [Sensitivity; 3]

Every kind, in declaration order.

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

The spelling: correlation, recovery or recovery-quote-held.

Trait Implementations

impl Clone for Sensitivity

fn clone(&self) -> Sensitivity

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for Sensitivity

impl Debug for Sensitivity

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

Formats the value using the given formatter.

impl Display for Sensitivity

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

Formats the value using the given formatter.

impl Eq for Sensitivity

impl FromStr for Sensitivity

type Err = String

The associated error which can be returned from parsing.

fn from_str(s: &str) -> Result<Self, Self::Err>

Parses a string s to return a value of this type.

impl Hash for Sensitivity

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 Sensitivity

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