Skip to main content

Module mtm

Module mtm 

Source
Expand description

Deterministic mark-to-market output collection.

Structs§

MtmCurveCollector
Streaming collector that bounds output while retaining significant observations.
MtmOutputSummary
Counts describing the relationship between exact observations and emitted points.

Enums§

MtmOutputPolicy
Controls how many exact mark-to-market observations are included in output artifacts.
MtmOutputPolicyError
Validation failure for bounded mark-to-market output configuration.

Constants§

DEFAULT_MTM_MAX_POINTS
MAX_MTM_MAX_POINTS
MIN_MTM_MAX_POINTS