rustkernel-clearing

GPU-accelerated clearing and settlement kernels.

Kernels (5)

• ClearingValidation - Trade validation for clearing eligibility
• DVPMatching - Delivery vs payment matching
• NettingCalculation - Multilateral netting calculation
• SettlementExecution - Settlement instruction execution
• ZeroBalanceFrequency - Settlement efficiency metrics

Features

• Trade validation with counterparty/security eligibility checks
• DVP instruction matching with tolerance-based scoring
• Multilateral netting to reduce gross obligations
• Settlement execution with priority and partial settlement support
• Zero balance frequency and efficiency metrics

Installation

Add to your Cargo.toml:

[dependencies]
rustkernel-clearing = "0.1.0"

Usage

use rustkernel_clearing::prelude::*;

// Calculate netting positions
let netting = NettingCalculation::new();
let positions = netting.calculate(&trades);

License

Apache-2.0