从 Excel 到真正的代码。每一行都归您所有。

use std::error::Error;

#[derive(Debug, Clone)]
pub struct StressTestInput {
    pub balance: f64,
    pub pd: f64,
    pub lgd: f64,
    pub pd_shock: f64,
    pub lgd_shock: f64,
}

#[derive(Debug, Clone)]
pub struct StressTestOutput {
    pub expected_loss: f64,
    pub capital_required: f64,
}

fn main() -> Result<(), Box<dyn Error + Send + Sync>> {
    let input = StressTestInput {
        balance: 1_000_000.0,
        pd: 0.02,
        lgd: 0.45,
        pd_shock: 1.5,
        lgd_shock: 1.2,
    };

    let output = codcel_stress_test(&input)?;

    println!("expected_loss:    {}", output.expected_loss);
    println!("capital_required: {}", output.capital_required);
    Ok(())
}