Expand description
Ring message types for Risk Analytics kernels.
This module defines zero-copy Ring messages for GPU-native persistent actors. Type IDs 600-699 are reserved for Risk Analytics domain.
§Type ID Allocation
- 600-619: Monte Carlo VaR messages
- 620-639: Portfolio risk aggregation messages
- 640-659: Credit risk messages
- 660-679: K2K streaming coordination messages
Structs§
- Archived
K2KMarket Update - An archived
K2KMarketUpdate - Archived
K2KMarket Update Ack - An archived
K2KMarketUpdateAck - Archived
K2KPartial VaR - An archived
K2KPartialVaR - Archived
K2KPosition Batch - An archived
K2KPositionBatch - Archived
K2KRisk Limit Alert - An archived
K2KRiskLimitAlert - Archived
K2KVaR Aggregation - An archived
K2KVaRAggregation - Archived
K2KVaR Aggregation Response - An archived
K2KVaRAggregationResponse - Archived
Query VaRResponse - An archived
QueryVaRResponse - Archived
Query VaRRing - An archived
QueryVaRRing - Archived
Recalculate VaRResponse - An archived
RecalculateVaRResponse - Archived
Recalculate VaRRing - An archived
RecalculateVaRRing - Archived
Update Position Response - An archived
UpdatePositionResponse - Archived
Update Position Ring - An archived
UpdatePositionRing - K2KMarket
Update - K2K streaming market data update.
- K2KMarket
Update Ack - K2K market update acknowledgment.
- K2KMarket
Update AckResolver - The resolver for an archived
K2KMarketUpdateAck - K2KMarket
Update Resolver - The resolver for an archived
K2KMarketUpdate - K2KPartial
VaR - K2K partial VaR result from a worker.
- K2KPartial
VaRResolver - The resolver for an archived
K2KPartialVaR - K2KPosition
Batch - K2K position batch update for distributed VaR.
- K2KPosition
Batch Resolver - The resolver for an archived
K2KPositionBatch - K2KRisk
Limit Alert - K2K risk limit breach alert.
- K2KRisk
Limit Alert Resolver - The resolver for an archived
K2KRiskLimitAlert - K2KVaR
Aggregation - K2K VaR aggregation request.
- K2KVaR
Aggregation Resolver - The resolver for an archived
K2KVaRAggregation - K2KVaR
Aggregation Response - K2K VaR aggregation response.
- K2KVaR
Aggregation Response Resolver - The resolver for an archived
K2KVaRAggregationResponse - Query
VaRResponse - VaR query response.
- Query
VaRResponse Resolver - The resolver for an archived
QueryVaRResponse - Query
VaRRing - Query current VaR value.
- Query
VaRRing Resolver - The resolver for an archived
QueryVaRRing - Recalculate
VaRResponse - VaR recalculation response.
- Recalculate
VaRResponse Resolver - The resolver for an archived
RecalculateVaRResponse - Recalculate
VaRRing - Trigger VaR recalculation.
- Recalculate
VaRRing Resolver - The resolver for an archived
RecalculateVaRRing - Update
Position Response - Position update response.
- Update
Position Response Resolver - The resolver for an archived
UpdatePositionResponse - Update
Position Ring - Update position for streaming VaR calculation.
- Update
Position Ring Resolver - The resolver for an archived
UpdatePositionRing
Functions§
- from_
currency_ fp - Convert currency fixed-point to f64.
- from_
fixed_ point - Convert fixed-point i64 to f64.
- to_
currency_ fp - Convert value to fixed-point with 2 decimal places (for currency).
- to_
fixed_ point - Convert f64 to fixed-point i64 (8 decimal places).