| Crates.io | rustkernel-risk |
| lib.rs | rustkernel-risk |
| version | 0.2.0 |
| created_at | 2026-01-14 17:55:34.119877+00 |
| updated_at | 2026-01-19 20:08:04.901795+00 |
| description | RustKernels Risk domain kernels |
| homepage | |
| repository | https://github.com/mivertowski/RustKernels |
| max_upload_size | |
| id | 2043342 |
| size | 170,288 |
GPU-accelerated risk analytics kernels for credit, market, and portfolio risk.
Add to your Cargo.toml:
[dependencies]
rustkernel-risk = "0.1.0"
use rustkernel_risk::prelude::*;
// Calculate VaR using Monte Carlo
let var = MonteCarloVaR::new();
let result = var.calculate(&portfolio, confidence, horizon, simulations);
Apache-2.0