Crate rustkernel_clearing 

RustKernel Clearing

GPU-accelerated clearing and settlement kernels.

Kernels

• 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

Re-exports

pub use dvp::DVPMatching;

pub use efficiency::ZeroBalanceFrequency;

pub use netting::NettingCalculation;

pub use settlement::SettlementExecution;

pub use validation::ClearingValidation;

pub use types::DVPInstruction;

pub use types::DVPMatchResult;

pub use types::DVPStatus;

pub use types::ErrorSeverity;

pub use types::InstructionType;

pub use types::NetPosition;

pub use types::NettingConfig;

pub use types::NettingResult;

pub use types::SettlementEfficiency;

pub use types::SettlementExecutionResult;

pub use types::SettlementInstruction;

pub use types::SettlementStatus;

pub use types::Trade;

pub use types::TradeStatus;

pub use types::TradeType;

pub use types::ValidationConfig;

pub use types::ValidationError;

pub use types::ValidationResult;

pub use types::ZeroBalanceMetrics;

Modules

dvp

DVP (Delivery vs Payment) matching kernel.

efficiency

Settlement efficiency metrics kernel.

netting

Netting calculation kernel.

prelude

Prelude for convenient imports.

settlement

Settlement execution kernel.

types

Clearing and settlement types.

validation

Trade validation kernel.

Functions

register_all

Register all clearing kernels with a registry.