pub struct FXHedging { /* private fields */ }Expand description
FX hedging kernel.
Calculates currency exposures and recommends hedging strategies.
Implementations§
Source§impl FXHedging
impl FXHedging
Sourcepub fn calculate_exposures(
positions: &[FXPosition],
rates: &[FXRate],
base_currency: &str,
) -> Vec<CurrencyExposure>
pub fn calculate_exposures( positions: &[FXPosition], rates: &[FXRate], base_currency: &str, ) -> Vec<CurrencyExposure>
Calculate currency exposures from positions.
Sourcepub fn recommend_hedges(
exposures: &[CurrencyExposure],
rates: &[FXRate],
config: &HedgingConfig,
) -> FXHedgingResult
pub fn recommend_hedges( exposures: &[CurrencyExposure], rates: &[FXRate], config: &HedgingConfig, ) -> FXHedgingResult
Generate hedging recommendations.
Sourcepub fn net_exposure_after_hedges(
exposures: &[CurrencyExposure],
hedges: &[FXHedge],
) -> HashMap<String, f64>
pub fn net_exposure_after_hedges( exposures: &[CurrencyExposure], hedges: &[FXHedge], ) -> HashMap<String, f64>
Calculate net exposure after hedges.
Trait Implementations§
Source§impl GpuKernel for FXHedging
impl GpuKernel for FXHedging
Source§fn metadata(&self) -> &KernelMetadata
fn metadata(&self) -> &KernelMetadata
Returns the kernel metadata.
Source§fn requires_gpu_native(&self) -> bool
fn requires_gpu_native(&self) -> bool
Returns true if this kernel requires GPU-native execution.
Source§fn health_check(&self) -> HealthStatus
fn health_check(&self) -> HealthStatus
Perform a health check on this kernel. Read more
Source§fn refresh_config(&mut self, _config: &KernelConfig) -> Result<(), KernelError>
fn refresh_config(&mut self, _config: &KernelConfig) -> Result<(), KernelError>
Refresh kernel configuration at runtime. Read more
Auto Trait Implementations§
impl Freeze for FXHedging
impl RefUnwindSafe for FXHedging
impl Send for FXHedging
impl Sync for FXHedging
impl Unpin for FXHedging
impl UnwindSafe for FXHedging
Blanket Implementations§
Source§impl<T> ArchivePointee for T
impl<T> ArchivePointee for T
Source§type ArchivedMetadata = ()
type ArchivedMetadata = ()
The archived version of the pointer metadata for this type.
Source§fn pointer_metadata(
_: &<T as ArchivePointee>::ArchivedMetadata,
) -> <T as Pointee>::Metadata
fn pointer_metadata( _: &<T as ArchivePointee>::ArchivedMetadata, ) -> <T as Pointee>::Metadata
Converts some archived metadata to the pointer metadata for itself.
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<F, W, T, D> Deserialize<With<T, W>, D> for F
impl<F, W, T, D> Deserialize<With<T, W>, D> for F
Source§impl<T> Instrument for T
impl<T> Instrument for T
Source§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
Source§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> LayoutRaw for T
impl<T> LayoutRaw for T
Source§fn layout_raw(_: <T as Pointee>::Metadata) -> Result<Layout, LayoutError>
fn layout_raw(_: <T as Pointee>::Metadata) -> Result<Layout, LayoutError>
Gets the layout of the type.