Function report
pub fn report<R: Into<Request> + Copy>(
book: &Book,
market: &MarketContext,
tape: &mut Tape<f64>,
measures: &[R],
) -> Result<Vec<Row>, RiskError>Expand description
Evaluates measures over book against market, from one risk pass.
Every delta comes out of the same sweep as the value: asking for six axes costs one pass, not six, because the sweep produces the whole vector and each measure is a reduction over it.
§Errors
RiskError from the valuation or the read-back.
§Panics
If another recording is already open on this thread.