quant::portfolio::MarketShock Struct Reference

#include <portfolio.hpp>

Public Attributes
double	dividend_shift
double	rate_shift
double	spot_return
double	time_elapsed
double	volatility_shift

Member Data Documentation

dividend_shift

double quant::portfolio::MarketShock::dividend_shift

rate_shift

double quant::portfolio::MarketShock::rate_shift

spot_return

double quant::portfolio::MarketShock::spot_return

time_elapsed

double quant::portfolio::MarketShock::time_elapsed

volatility_shift

double quant::portfolio::MarketShock::volatility_shift

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The documentation for this struct was generated from the following file:

• include/quant/portfolio.hpp