quant::portfolio::ScenarioResult Struct Reference

#include <portfolio.hpp>

Public Attributes
double	base_portfolio_value {}
std::vector< double >	portfolio_pnl
std::size_t	position_count {}
std::vector< double >	position_pnl
std::size_t	scenario_count {}

Member Data Documentation

base_portfolio_value

double quant::portfolio::ScenarioResult::base_portfolio_value {}

portfolio_pnl

std::vector<double> quant::portfolio::ScenarioResult::portfolio_pnl

position_count

std::size_t quant::portfolio::ScenarioResult::position_count {}

position_pnl

std::vector<double> quant::portfolio::ScenarioResult::position_pnl

scenario_count

std::size_t quant::portfolio::ScenarioResult::scenario_count {}

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

• include/quant/portfolio.hpp