Struct NettingCalculation 

pub struct NettingCalculation { /* private fields */ }

Netting calculation kernel.

Calculates net positions from gross trades to reduce settlement obligations.

Implementations

impl NettingCalculation

pub fn new() -> Self

Create a new netting calculation kernel.

pub fn calculate(trades: &[Trade], config: &NettingConfig) -> NettingResult

Calculate net positions from trades.

pub fn calculate_bilateral( trades: &[Trade], party_a: &str, party_b: &str, ) -> BilateralNetResult

Calculate bilateral net positions between two parties.

pub fn stats_by_security( result: &NettingResult, ) -> HashMap<String, SecurityNettingStats>

Get netting statistics by security.

Trait Implementations

impl Clone for NettingCalculation

fn clone(&self) -> NettingCalculation

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for NettingCalculation

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for NettingCalculation

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for NettingCalculation

fn metadata(&self) -> &KernelMetadata

Returns the kernel metadata.

fn validate(&self) -> Result<(), KernelError>

Validate kernel configuration.

fn id(&self) -> &str

Returns the kernel ID.

fn requires_gpu_native(&self) -> bool

Returns true if this kernel requires GPU-native execution.

fn health_check(&self) -> HealthStatus

Perform a health check on this kernel.

fn shutdown(&self) -> Result<(), KernelError>

Graceful shutdown of the kernel.

fn refresh_config(&mut self, _config: &KernelConfig) -> Result<(), KernelError>

Refresh kernel configuration at runtime.