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report

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.