Struct CreditRiskScoring 

pub struct CreditRiskScoring { /* private fields */ }

Credit risk scoring kernel.

Calculates PD, LGD, EL, and RWA for credit exposures.

Implementations

impl CreditRiskScoring

pub fn new() -> Self

Create a new credit risk scoring kernel.

pub fn compute( factors: &CreditFactors, ead: f64, maturity: f64, ) -> CreditRiskResult

Score credit risk for a single obligor.

Arguments

• factors - Credit scoring factors
• ead - Exposure at Default
• maturity - Loan maturity in years

pub fn compute_batch( factors_list: &[CreditFactors], eads: &[f64], maturities: &[f64], ) -> Vec<CreditRiskResult>

Batch score multiple obligors.

pub fn compute_from_exposure(exposure: &CreditExposure) -> CreditRiskResult

Score credit risk from existing exposure data.

Trait Implementations

impl BatchKernel<CreditRiskBatchInput, CreditRiskBatchOutput> for CreditRiskScoring

fn execute<'life0, 'async_trait>( &'life0 self, input: CreditRiskBatchInput, ) -> Pin<Box<dyn Future<Output = Result<CreditRiskBatchOutput>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with a timeout.

impl BatchKernel<CreditRiskScoringInput, CreditRiskScoringOutput> for CreditRiskScoring

fn execute<'life0, 'async_trait>( &'life0 self, input: CreditRiskScoringInput, ) -> Pin<Box<dyn Future<Output = Result<CreditRiskScoringOutput>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with a timeout.

impl Clone for CreditRiskScoring

fn clone(&self) -> CreditRiskScoring

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CreditRiskScoring

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

Formats the value using the given formatter.

impl Default for CreditRiskScoring

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for CreditRiskScoring

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.