Struct FXHedging 

pub struct FXHedging { /* private fields */ }

FX hedging kernel.

Calculates currency exposures and recommends hedging strategies.

Implementations

impl FXHedging

pub fn new() -> Self

Create a new FX hedging kernel.

pub fn calculate_exposures( positions: &[FXPosition], rates: &[FXRate], base_currency: &str, ) -> Vec<CurrencyExposure>

Calculate currency exposures from positions.

pub fn recommend_hedges( exposures: &[CurrencyExposure], rates: &[FXRate], config: &HedgingConfig, ) -> FXHedgingResult

Generate hedging recommendations.

pub fn net_exposure_after_hedges( exposures: &[CurrencyExposure], hedges: &[FXHedge], ) -> HashMap<String, f64>

Calculate net exposure after hedges.

Trait Implementations

impl Clone for FXHedging

fn clone(&self) -> FXHedging

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FXHedging

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

Formats the value using the given formatter.

impl Default for FXHedging

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for FXHedging

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.