Enum RiskMeasure 

pub enum RiskMeasure {
    Volatility,
    ValueAtRisk,
    ExpectedShortfall,
    Beta,
    TrackingError,
    Drawdown,
    Exposure,
    Leverage,
    Unknown,
    Custom(String),
}

Descriptive risk measure vocabulary.

Variants

Volatility

Volatility measure.

ValueAtRisk

Value-at-risk measure value.

ExpectedShortfall

Expected shortfall measure value.

Beta

Beta measure.

TrackingError

Tracking error measure.

Drawdown

Drawdown measure.

Exposure

Exposure measure.

Leverage

Leverage measure.

Unknown

Unknown measure.

Custom(String)

Caller-defined risk measure.

Trait Implementations

impl Clone for RiskMeasure

fn clone(&self) -> RiskMeasure

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RiskMeasure

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

Formats the value using the given formatter.

impl Display for RiskMeasure

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

Formats the value using the given formatter.

impl FromStr for RiskMeasure

type Err = RiskMeasureParseError

The associated error which can be returned from parsing.

fn from_str(value: &str) -> Result<RiskMeasure, <RiskMeasure as FromStr>::Err>

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

impl Hash for RiskMeasure

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

where __H: Hasher,

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 Ord for RiskMeasure

fn cmp(&self, other: &RiskMeasure) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

impl PartialEq for RiskMeasure

fn eq(&self, other: &RiskMeasure) -> 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 PartialOrd for RiskMeasure

fn partial_cmp(&self, other: &RiskMeasure) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Eq for RiskMeasure

impl StructuralPartialEq for RiskMeasure