Expand description
Margin Service Module
This module provides margin calculation services for the trading engine.
The primary implementation is SpanMarginService which uses SPAN-style
scenario-based margin calculations.
Modules§
- span_
margin_ 🔒service - SpanMarginService - SPAN-style margin calculation implementation
Structs§
- Extended
Risk Grid - Extended risk grid with per-instrument breakdown.
- Instrument
Risk Row - P&L for a single instrument under all scenarios.
- Scenario
Pnl - Scenario PnL entry for risk grid introspection.
- Span
Margin Service - SPAN-style margin calculation service.
Enums§
Traits§
- Margin
Service - Trait for margin calculation services.