# rustkernel-treasury
[](https://crates.io/crates/rustkernel-treasury)
[](https://docs.rs/rustkernel-treasury)
[](LICENSE)
GPU-accelerated treasury management kernels.
## Kernels (5)
- **CashFlowForecasting** - Multi-horizon cash flow projection
- **CollateralOptimization** - LP/QP optimization for collateral allocation
- **FXHedging** - Currency exposure management
- **InterestRateRisk** - Duration/convexity analysis
- **LiquidityOptimization** - LCR/NSFR optimization
## Features
- Cash flow forecasting across multiple time horizons
- Optimal collateral allocation using linear/quadratic programming
- FX exposure analysis and hedging recommendations
- Interest rate risk metrics (duration, convexity, DV01)
- Liquidity coverage ratio and net stable funding ratio optimization
## Installation
Add to your `Cargo.toml`:
```toml
[dependencies]
rustkernel-treasury = "0.1.0"
```
## Usage
```rust
use rustkernel_treasury::prelude::*;
// Forecast cash flows
let forecast = CashFlowForecasting::new();
let projections = forecast.project(&cash_flows, horizons);
```
## License
Apache-2.0