Module computational_economics 

Computational economics and finance coordination layer: capability matrices, shared categorical transforms, and native economics kernels. Kept available to WASM because the first layer is metadata + zero-dependency utilities. Native computational economics coordination layer.

This module is deliberately small at the root. Concrete families live in submodules so economics, finance, and statistics can grow without returning to monolithic files.

Re-exports

pub use accounting::account_balances_into;

pub use accounting::trial_balance;

pub use accounting::validate_balanced_entry;

pub use accounting::validate_journal_entries;

pub use accounting::validate_journal_entry;

pub use accounting::Account;

pub use accounting::AccountBalance;

pub use accounting::AccountType;

pub use accounting::AccountingError;

pub use accounting::JournalEntry;

pub use accounting::Posting;

pub use accounting::TrialBalance;

pub use agent_based::aggregate_wealth;

pub use agent_based::clear_trades;

pub use agent_based::match_orders_into;

pub use agent_based::simulate_steps_into;

pub use agent_based::zero_intelligence_step;

pub use agent_based::Agent;

pub use agent_based::AgentBasedError;

pub use agent_based::AgentKind;

pub use agent_based::OrderBook;

pub use agent_based::Trade;

pub use asset_pricing::capm_beta;

pub use asset_pricing::capm_expected_return;

pub use asset_pricing::ccapm_equity_premium;

pub use asset_pricing::ccapm_stochastic_discount_factor;

pub use asset_pricing::gordon_growth_price;

pub use asset_pricing::lucas_asset_price;

pub use asset_pricing::multi_period_ddm;

pub use asset_pricing::AssetPricingError;

pub use behavioral::endowment_effect_wta;

pub use behavioral::hyperbolic_discount;

pub use behavioral::present_biased_utility;

pub use behavioral::probability_weight;

pub use behavioral::prospect_value;

pub use behavioral::reference_dependent_utility;

pub use behavioral::BehavioralError;

pub use capabilities::AllocationClass;

pub use capabilities::CapabilityDomain;

pub use capabilities::CapabilityRecord;

pub use capabilities::CapabilityStatus;

pub use capabilities::SafetyClass;

pub use capabilities::COMPUTATIONAL_ECONOMICS_CAPABILITIES;

pub use categorical::Compose;

pub use categorical::Identity;

pub use categorical::Morphism;

pub use derivatives::binomial_option_price;

pub use derivatives::black_scholes_price_and_greeks;

pub use derivatives::normal_cdf;

pub use derivatives::parity_implied_call_price;

pub use derivatives::parity_implied_put_price;

pub use derivatives::put_call_parity;

pub use derivatives::BlackScholesResult;

pub use derivatives::DerivativesError;

pub use derivatives::OptionKind;

pub use derivatives::OptionStyle;

pub use derivatives::MAX_BINOMIAL_STEPS;

pub use dynamic_programming::bellman_update;

pub use dynamic_programming::optimal_stopping_into;

pub use dynamic_programming::policy_iteration_into;

pub use dynamic_programming::value_iteration_into;

pub use dynamic_programming::DpError;

pub use econometrics::gmm_moment_eval;

pub use econometrics::iv_2sls_into;

pub use econometrics::logistic_mle_into;

pub use econometrics::ols_into;

pub use econometrics::wls_into;

pub use econometrics::CalibrationRecord;

pub use econometrics::EconometricsError;

pub use environmental_resource::abatement_net_benefit;

pub use environmental_resource::marginal_damage;

pub use environmental_resource::optimal_abatement;

pub use environmental_resource::optimal_pollution;

pub use environmental_resource::pollution_damage;

pub use environmental_resource::social_cost_of_carbon;

pub use environmental_resource::EnvironmentalError;

pub use error::EconConvergence;

pub use error::EconError;

pub use error::EconSeriesView;

pub use error::EconStatus;

pub use fixed_income::accrued_interest;

pub use fixed_income::clean_price_from_dirty;

pub use fixed_income::coupon_bond_cash_flows_into;

pub use fixed_income::coupon_bond_dv01;

pub use fixed_income::coupon_bond_metrics;

pub use fixed_income::coupon_bond_price;

pub use fixed_income::coupon_bond_price_from_cash_flows;

pub use fixed_income::coupon_bond_yield_to_maturity;

pub use fixed_income::dirty_price_from_clean;

pub use fixed_income::discount_factor;

pub use fixed_income::discount_factor_continuous;

pub use fixed_income::key_rate_duration;

pub use fixed_income::present_value;

pub use fixed_income::year_fraction;

pub use fixed_income::AccruedInterest;

pub use fixed_income::BondMetrics;

pub use fixed_income::CashFlow;

pub use fixed_income::DayCountConvention;

pub use fixed_income::FixedIncomeError;

pub use forensic_economics::accumulate_harm_trace;

pub use forensic_economics::compute_malfeasance_delta;

pub use forensic_economics::compute_narrative_divergence;

pub use forensic_economics::early_intervention_counterfactual_delta;

pub use forensic_economics::epistemic_negligence_score;

pub use forensic_economics::generate_synthetic_persona_trace;

pub use forensic_economics::step_nquin_trajectory;

pub use forensic_economics::AccumulatedHarm;

pub use forensic_economics::EpistemicEdge;

pub use forensic_economics::ForensicError;

pub use forensic_economics::HealthWelfareState;

pub use forensic_economics::MalfeasanceDelta;

pub use forensic_economics::NarrativeDivergence;

pub use forensic_economics::NquinVector;

pub use forensic_economics::NQUIN_DIMS;

pub use game_theory::bertrand_duopoly;

pub use game_theory::cournot_duopoly;

pub use game_theory::dominated_strategies_col_into;

pub use game_theory::dominated_strategies_row_into;

pub use game_theory::mixed_nash_2x2;

pub use game_theory::pure_nash_equilibria_into;

pub use game_theory::repeated_game_payoff;

pub use game_theory::stackelberg_duopoly;

pub use game_theory::GameTheoryError;

pub use input_output::capacity_constrained_propagation;

pub use input_output::ghosh_inverse_into;

pub use input_output::key_sector_ranking_into;

pub use input_output::leontief_inverse_into;

pub use input_output::output_multipliers_from_inverse;

pub use input_output::shock_decomposition_into;

pub use input_output::InputOutputError;

pub use labor_household::efficiency_units;

pub use labor_household::household_production_ces;

pub use labor_household::human_capital_accumulation_into;

pub use labor_household::labor_supply_cobb_douglas;

pub use labor_household::LaborHouseholdError;

pub use macro_models::new_keynesian_solve;

pub use macro_models::olg_steady_state;

pub use macro_models::ramsey_euler_residual;

pub use macro_models::ramsey_steady_state;

pub use macro_models::rbc_simulate_into;

pub use macro_models::solow_simulate_into;

pub use macro_models::solow_steady_state;

pub use macro_models::MacroError;

pub use market_data::adjusted_close_into;

pub use market_data::adjustment_factors_into;

pub use market_data::close_vwap;

pub use market_data::log_returns_into;

pub use market_data::simple_returns_into;

pub use market_data::CorporateAction;

pub use market_data::CorporateActionKind;

pub use market_data::MarketBar;

pub use market_data::MarketDataError;

pub use market_design::cara_utility;

pub use market_design::ces_utility;

pub use market_design::clear_market_linear;

pub use market_design::cobb_douglas_utility;

pub use market_design::crra_utility;

pub use market_design::deferred_acceptance_into;

pub use market_design::double_auction;

pub use market_design::is_stable_matching;

pub use market_design::leontief_utility;

pub use market_design::quasi_linear_utility;

pub use market_design::sealed_bid_first_price;

pub use market_design::uniform_price_auction;

pub use market_design::vickrey_auction;

pub use market_design::MarketDesignError;

pub use markov::expected_holding_time;

pub use markov::mean_first_passage_time_into;

pub use markov::simulate_chain_into;

pub use markov::stationary_distribution_into;

pub use markov::transition_probability;

pub use markov::validate_transition_matrix;

pub use markov::MarkovError;

pub use mechanism::check_budget_balance;

pub use mechanism::check_individual_rationality;

pub use mechanism::check_strategy_proofness_2x2;

pub use mechanism::mechanism_report;

pub use mechanism::vickrey_clarke_groves_payment_into;

pub use mechanism::MechanismError;

pub use mechanism::MechanismReport;

pub use network_economics::default_cascade_into;

pub use network_economics::degree_centrality_into;

pub use network_economics::eigenvector_centrality_into;

pub use network_economics::interbank_clearing_into;

pub use network_economics::NetworkError;

pub use ontology_bridge::encode_fibo_price;

pub use ontology_bridge::encode_scalar_result;

pub use ontology_bridge::encode_vector_result;

pub use ontology_bridge::validate_scalar_econ_constraint;

pub use ontology_bridge::FIBO_INSTRUMENT_PRICE;

pub use paper_trading::aggregate_paper_fills;

pub use paper_trading::cancel_paper_order;

pub use paper_trading::simulate_fills_against_snapshots;

pub use paper_trading::submit_paper_order;

pub use paper_trading::Fill;

pub use paper_trading::MarketSnapshot;

pub use paper_trading::OrderType;

pub use paper_trading::PaperOrder;

pub use paper_trading::PaperTradingError;

pub use paper_trading::Side;

pub use portfolio::covariance_matrix_into;

pub use portfolio::max_drawdown;

pub use portfolio::mean_return;

pub use portfolio::portfolio_returns_into;

pub use portfolio::portfolio_variance_from_covariance;

pub use portfolio::sample_variance;

pub use portfolio::volatility_risk_contributions_into;

pub use portfolio::PortfolioError;

pub use public_finance::fiscal_multiplier;

pub use public_finance::laffer_curve_revenue;

pub use public_finance::progressive_tax_into;

pub use public_finance::survival_floor_allocation_into as pf_survival_floor;

pub use public_finance::transfer_payment;

pub use public_finance::PublicFinanceError;

pub use public_finance::TaxBracket;

pub use risk::gaussian_var;

pub use risk::historical_cvar;

pub use risk::historical_var;

pub use risk::scenario_loss;

pub use risk::scenario_losses_into;

pub use risk::sorted_returns_into;

pub use risk::RiskError;

pub use spatial_economics::gravity_flow;

pub use spatial_economics::gravity_flow_matrix_into;

pub use spatial_economics::hotelling_extraction_into;

pub use spatial_economics::morans_i;

pub use spatial_economics::nearest_facility_into;

pub use spatial_economics::total_transport_cost;

pub use spatial_economics::transport_cost_matrix_into;

pub use spatial_economics::SpatialError;

pub use time_series::ar1_simulate_into;

pub use time_series::autocorrelation;

pub use time_series::block_bootstrap_mean_into;

pub use time_series::cross_correlation;

pub use time_series::cumulative_wealth_into;

pub use time_series::drawdown_into;

pub use time_series::gbm_simulate_into;

pub use time_series::historical_cvar as ts_historical_cvar;

pub use time_series::historical_var as ts_historical_var;

pub use time_series::log_returns_into as ts_log_returns_into;

pub use time_series::max_drawdown_from;

pub use time_series::ornstein_uhlenbeck_simulate_into;

pub use time_series::parametric_var;

pub use time_series::rolling_mean_into;

pub use time_series::rolling_variance_into;

pub use time_series::simple_returns_into as ts_simple_returns_into;

pub use time_series::TimeSeriesError;

pub use welfare::atkinson_inequality;

pub use welfare::distributional_npv;

pub use welfare::gini_coefficient;

pub use welfare::headcount_poverty;

pub use welfare::lorenz_curve_into;

pub use welfare::nash_welfare;

pub use welfare::net_present_value;

pub use welfare::poverty_gap_ratio;

pub use welfare::rawlsian_welfare;

pub use welfare::survival_floor_allocation_into;

pub use welfare::utilitarian_welfare;

pub use welfare::WelfareError;

pub use welfare::WelfareReport;

pub use yield_curve::annualized_forward_rate;

pub use yield_curve::bootstrap_zero_curve_from_par_yields;

pub use yield_curve::discount_factor_from_curve;

pub use yield_curve::interpolate_zero_rate;

pub use yield_curve::par_yield_from_zero_curve;

pub use yield_curve::CurvePoint;

pub use yield_curve::YieldCurveError;

Modules

accounting

Double-entry accounting kernel.

agent_based

Agent-based computational economics: fixed-capacity agents, order book, and deterministic zero-intelligence trader market.

asset_pricing

Asset pricing: CAPM, dividend discount model, CCAPM, and Lucas asset pricing.

behavioral

Behavioral economics: prospect theory, hyperbolic discounting, and behavioral biases.

capabilities

Capability/status matrix for computational economics and finance.

categorical

Tiny categorical composition helpers.

derivatives

Derivatives pricing kernels.

dynamic_programming

Dynamic programming core: finite-state Bellman operators, value iteration, policy iteration, and optimal stopping.

econometrics

Econometrics: OLS, WLS, 2SLS, logistic MLE, GMM, and calibration records.

environmental_resource

Environmental and resource economics: carbon/social cost, pollution damage, optimal extraction under stock externality, and cost-benefit of abatement.

error

Common error and status types for computational economics.

fixed_income

Fixed-income primitives.

forensic_economics

Forensic economics, nquin trajectories, malfeasance delta, epistemic negligence, shadow/fantasy graph costing, and human-rights impact kernels.

game_theory

Game-theory core: normal-form games, Nash equilibria, and canonical oligopoly models.

input_output

Input-output economics: Leontief inverse, multipliers, Ghosh supply-side, and capacity-constrained shock propagation.

labor_household

Labor and household economics: labor supply, household production, and human capital.

macro_models

Macro models: Solow, Ramsey, RBC, New Keynesian, and OLG.

market_data

Deterministic market-data primitives.

market_design

Market design: utility functions, partial-equilibrium clearing, auctions, and matching.

markov

Discrete-time Markov chain core.

mechanism

Mechanism design: individual rationality, budget balance, VCG payments, and strategy-proofness checks.

network_economics

Network economics: centrality, default cascade, and interbank clearing.

ontology_bridge

Ontology and NQuin bridge for computational economics results.

paper_trading

Deterministic paper-trading / execution simulator (simulation-only).

portfolio

Portfolio analytics over supplied return matrices.

public_finance

Public finance: progressive taxation, transfers, fiscal multipliers, Laffer curve, and survival-floor allocation.

risk

Risk metrics over supplied return and scenario data.

spatial_economics

Spatial economics: gravity model, transport costs, location-allocation, spatial autocorrelation (Moran’s I), and Hotelling resource extraction.

time_series

Time-series core for computational economics.

welfare

Welfare economics primitives: social welfare functions, inequality and poverty metrics, cost-benefit analysis with distributional weights, and a needs/survival-floor allocation model.

yield_curve

Yield-curve primitives.