Struct ScenarioAnalyzer 

pub struct ScenarioAnalyzer { /* private fields */ }

Scenario analyzer

Implementations

impl ScenarioAnalyzer

pub fn new() -> Self

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

pub fn add_scenario(&mut self, scenario: MarketScenario)

Register a MarketScenario for later use by run_scenarios.

pub fn run_monte_carlo( &self, portfolio: &Portfolio, num_simulations: usize, volatility: f64, ) -> Result<StressTestResult, FinancialError>

Run a Monte Carlo stress-test simulation over portfolio.

For each of num_simulations trials, every asset receives an independent multiplicative shock drawn from a normal distribution with mean 0.0 and standard deviation volatility (i.e. a simple return model: new_price = price * (1 + z * volatility) where z ~ N(0,1) via an inline Box-Muller transform). The portfolio value after shocks is recorded and aggregated into a StressTestResult.

A fixed deterministic seed is used so results are reproducible across runs (important for test stability). Returns FinancialError::PortfolioError if the portfolio has no assets or no positive value, and FinancialError::ValidationError if num_simulations is zero or volatility is negative.

pub fn run_scenarios( &self, portfolio: &Portfolio, ) -> Result<Vec<ScenarioResult>, FinancialError>

Apply each registered MarketScenario to portfolio and compute its impact. Returns one ScenarioResult per registered scenario, in registration order. An empty scenario set yields an empty result list.

pub fn add_named_scenario(&mut self, scenario: Scenario)

pub fn get_named_scenario(&self, scenario_id: &str) -> Option<&Scenario>

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

pub fn add_stress_test(&mut self, test: StressTest)

pub fn get_stress_test(&self, test_id: &str) -> Option<&StressTest>

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

pub fn sensitivity_analyzer(&self) -> &SensitivityAnalyzer

pub fn sensitivity_analyzer_mut(&mut self) -> &mut SensitivityAnalyzer