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Module span_margin_service

Module span_margin_service 

Source
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SpanMarginService - SPAN-style margin calculation implementation

This service implements scenario-based margin calculations similar to CME SPAN (Standard Portfolio Analysis of Risk).

Structsยง

FixedRiskVolOracle
MarginObsGuard ๐Ÿ”’
RAII guard for margin operation observability.
MissingRiskVolOracle ๐Ÿ”’
SpanMarginService
SPAN-style margin calculation service.

Enumsยง

MarginError

Functionsยง

current_margin_timestamp ๐Ÿ”’