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Module margin_service

Module margin_service 

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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§

ExtendedRiskGrid
Extended risk grid with per-instrument breakdown.
InstrumentRiskRow
P&L for a single instrument under all scenarios.
ScenarioPnl
Scenario PnL entry for risk grid introspection.
SpanMarginService
SPAN-style margin calculation service.

Enums§

MarginError

Traits§

MarginService
Trait for margin calculation services.