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npv_under

Function npv_under 

pub fn npv_under(
    book: &Book,
    market: &MarketContext,
    scenario: &Scenario,
) -> Result<f64, ScenarioError>
Expand description

The book’s value under scenario, against a market nothing mutates.

The shorthand for book.npv(&market.under(scenario)?) — when more than a value is wanted, apply the scenario and use the shocked market like any other.

§Errors

ScenarioError from building the shocked market or from a pricer.