rustkernel-clearing
| Crates.io | rustkernel-clearing |
| lib.rs | rustkernel-clearing |
| version | 0.2.0 |
| created_at | 2026-01-14 16:45:19.97943+00 |
| updated_at | 2026-01-19 20:09:45.440452+00 |
| description | RustKernels Clearing domain kernels |
| homepage | |
| repository | https://github.com/mivertowski/RustKernels |
| max_upload_size | |
| id | 2043225 |
| size | 141,640 |
Michael Ivertowski (mivertowski)
documentation
README
rustkernel-clearing
GPU-accelerated clearing and settlement kernels.
Kernels (5)
- ClearingValidation - Trade validation for clearing eligibility
- DVPMatching - Delivery vs payment matching
- NettingCalculation - Multilateral netting calculation
- SettlementExecution - Settlement instruction execution
- ZeroBalanceFrequency - Settlement efficiency metrics
Features
- Trade validation with counterparty/security eligibility checks
- DVP instruction matching with tolerance-based scoring
- Multilateral netting to reduce gross obligations
- Settlement execution with priority and partial settlement support
- Zero balance frequency and efficiency metrics
Installation
Add to your Cargo.toml:
[dependencies]
rustkernel-clearing = "0.1.0"
Usage
use rustkernel_clearing::prelude::*;
// Calculate netting positions
let netting = NettingCalculation::new();
let positions = netting.calculate(&trades);
License
Apache-2.0