Expand description
SpanMarginService - SPAN-style margin calculation implementation
This service implements scenario-based margin calculations similar to CME SPAN (Standard Portfolio Analysis of Risk).
Structsยง
- Fixed
Risk VolOracle - Margin
ObsGuard ๐ - RAII guard for margin operation observability.
- Missing
Risk ๐VolOracle - Span
Margin Service - SPAN-style margin calculation service.