Crate rustkernel_treasury 

RustKernel Treasury Management

GPU-accelerated treasury management kernels.

Kernels

• CashFlowForecasting - Multi-horizon cash flow projection
• CollateralOptimization - LP/QP optimization
• FXHedging - Currency exposure management
• InterestRateRisk - Duration/convexity analysis
• LiquidityOptimization - LCR/NSFR optimization

Re-exports

pub use cashflow::CashFlowForecasting;

pub use collateral::CollateralOptimization;

pub use fx::FXHedging;

pub use interest_rate::InterestRateRisk;

pub use liquidity::LiquidityOptimization;

Modules

cashflow

Cash flow forecasting kernel.

collateral

Collateral optimization kernel.

fx

FX hedging kernel.

interest_rate

Interest rate risk kernel.

liquidity

Liquidity optimization kernel.

types

Treasury management types.

Functions

register_all

Register all treasury kernels.