Module span 

Structs

ExtendedRiskGrid

Extended risk grid with per-instrument breakdown.

InstrumentRiskRow

P&L for a single instrument under all scenarios.

MarginComputation 🔒

ScenarioPnl

Scenario PnL entry for risk grid introspection.

Functions

assemble_margin_details 🔒

civil_from_days 🔒

compute_extended_risk_grid_from_snapshot

Compute per-instrument and aggregate scenario PnL rows for a snapshot.

compute_risk_grid_from_snapshot

Compute per-scenario total PnL for a normalized portfolio margin snapshot.

compute_span_margin_at

Compute SPAN margin from a fully-populated snapshot and market state.

empty_portfolio_margin_details

Build zero-margin details for a legacy account with no portfolio exposure.

f64_to_decimal 🔒

format_expiry_from_ts 🔒

format_option_symbol 🔒

generate_scenarios

has_portfolio_positions

Detect whether a legacy account has portfolio exposure requiring PM math.

perp_current_value 🔒

single_option_snapshot 🔒