Struct RiskAnalyzer 

pub struct RiskAnalyzer { /* private fields */ }

Risk analyzer

Implementations

impl RiskAnalyzer

pub fn new() -> Self

pub fn initialize(&mut self) -> Result<(), FinancialError>

pub fn add_benchmark(&mut self, name: &str, returns: Vec<f64>)

Register a benchmark return series by name. If no benchmark is currently active, the newly registered one becomes active so that subsequent calculate_risk_metrics calls produce real beta/alpha.

pub fn set_active_benchmark(&mut self, name: Option<&str>)

Select which registered benchmark calculate_risk_metrics should use, or None to compute beta/alpha-free (NaN) metrics.

pub fn calculate_risk_metrics( &self, portfolio: &Portfolio, ) -> Result<RiskMetrics, FinancialError>

pub fn add_risk_model(&mut self, model: RiskModel)

pub fn get_risk_model(&self, model_id: &str) -> Option<&RiskModel>

pub fn list_risk_models(&self) -> Vec<String>

pub fn add_risk_metric(&mut self, metric: RiskMetric)

pub fn get_risk_metric(&self, metric_id: &str) -> Option<&RiskMetric>

pub fn list_risk_metrics(&self) -> Vec<String>