rustkernel-treasury
| Crates.io | rustkernel-treasury |
| lib.rs | rustkernel-treasury |
| version | 0.2.0 |
| created_at | 2026-01-14 18:21:09.029338+00 |
| updated_at | 2026-01-19 20:10:09.110121+00 |
| description | RustKernels Treasury domain kernels |
| homepage | |
| repository | https://github.com/mivertowski/RustKernels |
| max_upload_size | |
| id | 2043398 |
| size | 178,578 |
Michael Ivertowski (mivertowski)
documentation
README
rustkernel-treasury
GPU-accelerated treasury management kernels.
Kernels (5)
- CashFlowForecasting - Multi-horizon cash flow projection
- CollateralOptimization - LP/QP optimization for collateral allocation
- FXHedging - Currency exposure management
- InterestRateRisk - Duration/convexity analysis
- LiquidityOptimization - LCR/NSFR optimization
Features
- Cash flow forecasting across multiple time horizons
- Optimal collateral allocation using linear/quadratic programming
- FX exposure analysis and hedging recommendations
- Interest rate risk metrics (duration, convexity, DV01)
- Liquidity coverage ratio and net stable funding ratio optimization
Installation
Add to your Cargo.toml:
[dependencies]
rustkernel-treasury = "0.1.0"
Usage
use rustkernel_treasury::prelude::*;
// Forecast cash flows
let forecast = CashFlowForecasting::new();
let projections = forecast.project(&cash_flows, horizons);
License
Apache-2.0