Crate fx_risk

Crate fx_risk 

Source
Expand description

Risk engine for pre-trade checks and position tracking

Re-exports§

pub use engine::RiskEngine;
pub use exposure::ExposureCalculator;
pub use exposure::ExposureSummary;
pub use exposure::InstrumentExposure;
pub use exposure::RiskLimitsInfo;
pub use limits::RiskLimits;

Modules§

engine
Risk engine implementation
exposure
Exposure calculation and aggregation
limits
Risk limits configuration