rustkernel_risk/
lib.rs

1//! # RustKernel Risk Analytics
2//!
3//! GPU-accelerated risk analytics kernels for credit, market, and portfolio risk.
4//!
5//! ## Kernels
6//!
7//! ### Credit (1 kernel)
8//! - `CreditRiskScoring` - PD/LGD/EAD calculation and credit scoring
9//!
10//! ### Market (3 kernels)
11//! - `MonteCarloVaR` - Monte Carlo Value at Risk simulation
12//! - `PortfolioRiskAggregation` - Correlation-adjusted portfolio VaR
13//! - `RealTimeCorrelation` - Streaming correlation matrix updates
14//!
15//! ### Stress (1 kernel)
16//! - `StressTesting` - Scenario-based stress testing
17
18#![warn(missing_docs)]
19
20pub mod correlation;
21pub mod credit;
22pub mod market;
23pub mod messages;
24pub mod ring_messages;
25pub mod stress;
26pub mod types;
27
28/// Prelude for convenient imports.
29pub mod prelude {
30    pub use crate::correlation::*;
31    pub use crate::credit::*;
32    pub use crate::market::*;
33    pub use crate::messages::*;
34    pub use crate::ring_messages::*;
35    pub use crate::stress::*;
36    pub use crate::types::*;
37}
38
39// Re-export main kernels
40pub use correlation::RealTimeCorrelation;
41pub use credit::CreditRiskScoring;
42pub use market::{MonteCarloVaR, PortfolioRiskAggregation};
43pub use stress::StressTesting;
44
45// Re-export key types
46pub use types::{
47    CreditExposure, CreditFactors, CreditRiskResult, Portfolio, PortfolioRiskResult, RiskFactor,
48    RiskFactorType, Sensitivity, StressScenario, StressTestResult, VaRParams, VaRResult,
49};
50
51/// Register all risk kernels with a registry.
52pub fn register_all(
53    registry: &rustkernel_core::registry::KernelRegistry,
54) -> rustkernel_core::error::Result<()> {
55    use rustkernel_core::traits::GpuKernel;
56
57    tracing::info!("Registering risk analytics kernels");
58
59    // Credit kernel (1)
60    registry.register_metadata(credit::CreditRiskScoring::new().metadata().clone())?;
61
62    // Market kernels (3)
63    registry.register_metadata(market::MonteCarloVaR::new().metadata().clone())?;
64    registry.register_metadata(market::PortfolioRiskAggregation::new().metadata().clone())?;
65    registry.register_metadata(correlation::RealTimeCorrelation::new().metadata().clone())?;
66
67    // Stress kernel (1)
68    registry.register_metadata(stress::StressTesting::new().metadata().clone())?;
69
70    tracing::info!("Registered 5 risk analytics kernels");
71    Ok(())
72}
73
74#[cfg(test)]
75mod tests {
76    use super::*;
77    use rustkernel_core::registry::KernelRegistry;
78
79    #[test]
80    fn test_register_all() {
81        let registry = KernelRegistry::new();
82        register_all(&registry).expect("Failed to register risk kernels");
83        assert_eq!(registry.total_count(), 5);
84    }
85}
rustkernel_risk/lib.rs

rustkernel_risk/
lib.rs
