Crate rustkernel_risk 

RustKernel Risk Analytics

GPU-accelerated risk analytics kernels for credit, market, and portfolio risk.

Kernels

Credit (1 kernel)

• CreditRiskScoring - PD/LGD/EAD calculation and credit scoring

Market (3 kernels)

• MonteCarloVaR - Monte Carlo Value at Risk simulation
• PortfolioRiskAggregation - Correlation-adjusted portfolio VaR
• RealTimeCorrelation - Streaming correlation matrix updates

Stress (1 kernel)

• StressTesting - Scenario-based stress testing

Re-exports

pub use correlation::RealTimeCorrelation;

pub use credit::CreditRiskScoring;

pub use market::MonteCarloVaR;

pub use market::PortfolioRiskAggregation;

pub use stress::StressTesting;

pub use types::CreditExposure;

pub use types::CreditFactors;

pub use types::CreditRiskResult;

pub use types::Portfolio;

pub use types::PortfolioRiskResult;

pub use types::RiskFactor;

pub use types::RiskFactorType;

pub use types::Sensitivity;

pub use types::StressScenario;

pub use types::StressTestResult;

pub use types::VaRParams;

pub use types::VaRResult;

Modules

correlation

Real-time correlation kernels.

credit

Credit risk scoring kernels.

market

Market risk kernels.

messages

Message types for Risk Analytics kernels.

prelude

Prelude for convenient imports.

ring_messages

Ring message types for Risk Analytics kernels.

stress

Stress testing kernels.

types

Risk analytics types and data structures.

Functions

register_all

Register all risk kernels with a registry.