Module financial_modeling 

Financial Modeling Library - Secure Financial Computing and Risk Analysis

This module provides high-performance financial modeling operations leveraging Phase 2 enhancements:

• Fiduciary Cryptography (ML-DSA) for secure financial transactions
• Zero-Knowledge Semantic Proofs for privacy-preserving financial analysis
• Hardware-Sympathetic Storage (ZNS) for zero-copy financial data
• Statistical Computing Library for advanced financial analytics

Modules

portfolio_risk

Real return-based portfolio risk metrics (volatility, historical VaR/CVaR, Sharpe, Sortino, max-drawdown) computed from each asset’s price history. Split into its own library submodule (PROJECT RULE §11) with its own tests against hand-computed statistics. Real return-based portfolio risk metrics.

Structs

AccessPolicy

Access policy

AggregationFunction

Aggregation functions

AggregationRule

Aggregation rules

Alert

Alerts

AlertEscalation

Alert escalation

AlertManager

Alert manager

AnomalyDetector

Anomaly detector

AnomalyPattern

Anomaly patterns

Asset

Asset representation

AssetCatalog

Asset catalog

AssetClass

Asset class

AssetInfo

Asset information

AssetManager

Asset manager

AssetRelationship

Asset relationships

AssetValidator

Asset validator

Assumption

Assumptions

AttributionAnalyzer

Attribution analyzer

AttributionFactor

Attribution factors

AttributionModel

Attribution models

AttributionResult

Attribution results

AuditEntry

Audit entry

AuthenticationRequirement

Authentication requirements

BacktestResults

Backtest results

Benchmark

Benchmarks

BenchmarkComparator

Benchmark comparator

CashFlow

Cash flows

CashFlowProjection

Cash flow projections

ChannelConfiguration

Channel configuration

ClearingHouse

Clearing house

CollateralRequirements

Collateral requirements

ComparisonMetrics

Comparison metrics

ComplianceChecker

Compliance checker

ComplianceCondition

Compliance conditions

ComplianceMonitor

Compliance monitor

ComplianceReport

Per-order compliance report produced by ComplianceMonitor::check_order.

ComplianceResult

Compliance check result for a portfolio

ComplianceRule

Compliance rules evaluated by the ComplianceMonitor rule engine.

ConstraintBounds

Constraint bounds

CorrelationMatrix

Correlation matrix

CostFactor

Cost factors

DataAggregator

Data aggregator

DataQuality

Data quality

DataSource

Data sources

DeliveryRecord

A recorded delivery attempt — the persisted form of a DeliveryResult.

DeliveryResult

The outcome of attempting to distribute a report to a single channel.

DeliveryStatus

Delivery status

DeliveryTracker

Delivery tracker — records every delivery attempt per channel so success rates and history can be queried after the fact.

DetectionAlgorithm

Detection algorithms

DetectionAlgorithmParameters

Detection algorithm parameters

EscalationCondition

Escalation conditions

EscalationHistory

Escalation history

EscalationRule

Escalation rules

EscalationStep

Escalation steps

ExecutionEngine

Execution engine

ExecutionParameters

Execution parameters

ExecutionStrategy

Execution strategies

FeeStructure

Fee structures

FinancialModelingLibrary

Financial Modeling Library Manager

FinancialOperationResult

Financial operation result

FinancialPerformanceMetrics

Financial library performance summary metrics

FinancialReport

A generated financial report ready for distribution.

GenerationStrategy

Generation strategies

GenerationStrategyParameters

Generation strategy parameters

LiquidityConstraints

Liquidity constraints

MarginCalculator

Margin calculator

MarginMethod

Margin methods

MarginMethodParameters

Margin method parameters

MarginRequirements

Margin requirements

MarketData

Market data

MarketScenario

A market scenario used for scenario-based stress testing.

NotificationChannel

Notification channels

NotificationSystem

Notification system

NotificationTemplate

Notification templates

ObjectiveFunction

Objective functions

OptimizationAlgorithm

Optimization algorithms

OptimizationConstraint

Optimization constraints

OptimizationEngine

Optimization engine

OptimizationParameters

Optimization parameters

OptionParameters

OptionPrice

Order

Orders

OrderComplianceChecker

Order compliance checker

OrderComplianceCondition

Order compliance conditions

OrderComplianceRule

Order compliance rules

OrderManager

Order manager

OrderRouting

Order routing

OrderValidation

Order validation

OrderValidationRule

Order validation rules

PerformanceMetrics

Performance metrics

PerformanceTracker

Performance tracker

Portfolio

Portfolio representation

PortfolioAccessControl

Portfolio access control

PortfolioAuditTrail

Portfolio audit trail

PortfolioManager

Portfolio manager for investment portfolio management

PortfolioMetadata

Portfolio metadata

PortfolioStorage

Portfolio storage using ZNS for efficient portfolio data

Position

Positions

PositionLimit

Position limits

PositionManager

Position manager

PriceData

Price data

PriceFeed

Price feed

PricingEngine

Pricing engine

PricingModel

Pricing models

PricingModelParameters

Pricing model parameters

PriorityFactor

Priority factors

RebalanceTrade

A single rebalance trade produced by RebalancingEngine::rebalance.

RebalancingConstraints

Rebalancing constraints

RebalancingEngine

Rebalancing engine

RebalancingParameters

Rebalancing parameters

RebalancingStrategy

Rebalancing strategies

RegulatoryConstraints

Regulatory constraints

RegulatoryFramework

Regulatory frameworks

RegulatoryLimit

Regulatory limits

RegulatoryRequirement

Regulatory requirements

ReportDistributor

Report distributor

ReportGenerator

Report generator

ReportSection

Report sections

ReportTemplate

Report templates

ReportingEngine

Reporting engine

RetentionPolicy

Retention policy

RiskAnalyzer

Risk analyzer

RiskAssessor

Risk assessor

RiskManagement

Risk management

RiskMetric

Risk metrics

RiskMetrics

Risk analysis metrics for a portfolio

RiskModel

Risk models

RiskModelParameters

Risk model parameters

RiskProfile

Risk profile

RoutingParameters

Routing parameters

RoutingStrategy

Routing strategies

RuleResult

Result of evaluating a single compliance rule against an order.

Scenario

Scenarios

ScenarioAnalyzer

Scenario analyzer

ScenarioParameters

Scenario parameters

ScenarioResult

The impact of a single defined MarketScenario on a portfolio.

ScreeningEntry

Screening entries

ScreeningList

Screening lists

SectionContent

Section content

SensitivityAnalyzer

Sensitivity analyzer

SensitivityFactor

Sensitivity factors

SettlementComplianceChecker

Settlement compliance checker

SettlementComplianceCondition

Settlement compliance conditions

SettlementComplianceRule

Settlement compliance rules

SettlementEngine

Settlement engine

SettlementMethod

Settlement methods

SettlementValidationRule

Settlement validation rules

SettlementValidator

Settlement validator

StressTest

Stress tests

StressTestResult

Aggregated results of a Monte Carlo stress-test simulation run.

StressTestResults

Stress test results

SurveillanceCondition

Surveillance conditions

SurveillanceEngine

Surveillance engine

SurveillanceRule

Surveillance rules

TechnicalIndicators

Technical indicators

TimeRestrictions

Time restrictions

TradeResult

Trade execution result

TradingEngine

Trading engine

TradingVenue

Trading venues

TransactionCosts

Transaction costs

ValidationResults

Validation results

ValidationRule

Validation rules

ValuationEngine

Valuation engine

ValuationMethod

Valuation methods

ValuationMethodParameters

Valuation method parameters

VenuePerformance

Venue performance

VenueSelector

Venue selector

VolumeData

Volume data

Enums

AggregationRuleType

Aggregation rule types

AlertSeverity

Alert severity

AlertStatus

Alert status

AlertType

Alert types

AnomalyPatternType

Anomaly pattern types

AssetRelationshipType

Asset relationship types

AssetType

Asset types

AttributionModelType

Attribution model types

AuthenticationMethod

Authentication methods

BenchmarkType

Benchmark types

CashFlowType

Cash flow types

ComparisonOperator

Comparison operators

ComplianceAction

Compliance actions

ComplianceFlag

Compliance flags

ComplianceRuleType

Compliance rule types evaluated by the ComplianceMonitor rule engine.

ComplianceStatus

Compliance status

ComplianceValue

Compliance values

ConstraintType

Constraint types

ContentFormat

Content formats

ContentType

Content types

DataSourceType

Data source types

DetectionAlgorithmType

Detection algorithm types

DistributionChannel

Distribution channels — the concrete transport targets a FinancialReport can be sent to. There is no real network in the library, so each variant carries only the configuration needed to validate a delivery attempt.

DistributionError

Distribution error types

EscalationAction

Escalation actions

EscalationValue

Escalation values

ExecutionStrategyType

Execution strategy types

FactorType

Factor types

FeedType

Feed types

FinancialError

Financial error types

GenerationStrategyType

Generation strategy types

InvestmentStrategy

Investment strategies

LiquidityNeeds

Liquidity needs

MarginMethodType

Margin method types

MetricType

Metric types

NotificationChannelType

Notification channel types

NotificationFormat

Notification formats

NotificationTemplateType

Notification template types

ObjectiveFunctionType

Objective function types

OptimizationAlgorithmType

Optimization algorithm types

OptionType

OrderComplianceAction

Order compliance actions

OrderComplianceValue

Order compliance values

OrderSide

Order sides

OrderStatus

Order status

OrderType

Order types

OrderValidationAction

Order validation actions

OrderValidationRuleType

Order validation rule types

Permission

Permissions

PortfolioAction

Portfolio actions

PricingModelType

Pricing model types

RebalancingStrategyType

Rebalancing strategy types

RegulatoryLimitType

Regulatory limit types

ReportSectionType

Report section types

ReportTemplateType

Report template types

RequirementType

Requirement types

RiskLevel

Risk levels

RiskModelType

Risk model types

RiskTolerance

Risk tolerance levels

RoutingStrategyType

Routing strategy types

ScenarioType

Scenario types

ScreeningListType

Screening list types

SettlementComplianceAction

Settlement compliance actions

SettlementComplianceValue

Settlement compliance values

SettlementMethodType

Settlement method types

SettlementValidationAction

Settlement validation actions

SettlementValidationRuleType

Settlement validation rule types

StressTestType

Stress test types

SurveillanceAction

Surveillance actions

SurveillanceRuleType

Surveillance rule types

SurveillanceValue

Surveillance values

TimeHorizon

Time horizons

TimeInForce

Time in force

TradeAction

Direction of a RebalanceTrade.

TradeStatus

ValidationAction

Validation actions

ValidationRuleType

Validation rule types

ValuationMethodType

Valuation method types

VenueType

Venue types

Type Aliases

ComplianceError

Error type returned by compliance-rule evaluation. Aliased to the library’s general FinancialError so callers can handle all financial errors uniformly (the FinancialError::ComplianceError variant carries the compliance message).