Struct Allocation 

pub struct Allocation {
    pub method: AllocationMethod,
    pub total: f64,
    pub standalone: Vec<f64>,
    pub allocated: Vec<f64>,
}

The result of PredictiveDistribution::capital.

Fields

method: AllocationMethod

total: f64

ρ(S), the portfolio’s measure.

standalone: Vec<f64>

ρ(X_j) per component, in components order.

allocated: Vec<f64>

Allocated capital per component, in the same order.

Implementations

impl Allocation

pub fn diversification_benefit(&self) -> f64

Σ_j ρ(X_j) − ρ(S): the capital saved by holding the components together. Non-negative for a subadditive measure (every Distortion is).

pub fn diversification(&self) -> Vec<f64>

ρ(X_j) less its allocation, per component: each component’s share of the diversification benefit.

Trait Implementations

impl Clone for Allocation

fn clone(&self) -> Allocation

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Allocation

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

Formats the value using the given formatter.

impl PartialEq for Allocation

fn eq(&self, other: &Allocation) -> bool

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Allocation