Expand description
Collateral optimization kernel.
This module provides collateral optimization for treasury:
- Optimal allocation of collateral to requirements
- Cheapest-to-deliver optimization
- Eligibility and haircut handling
Structs§
- Collateral
Config - Collateral optimization configuration.
- Collateral
Optimization - Collateral optimization kernel.
- Utilization
Metrics - Collateral utilization metrics.
Enums§
- Optimization
Strategy - Optimization strategy.