qualia_core_db/specialized_libs/computational_economics/
mod.rs

1//! Native computational economics coordination layer.
2//!
3//! This module is deliberately small at the root. Concrete families live in
4//! submodules so economics, finance, and statistics can grow without returning
5//! to monolithic files.
6
7pub mod accounting;
8pub mod agent_based;
9pub mod asset_pricing;
10pub mod behavioral;
11pub mod capabilities;
12pub mod categorical;
13pub mod derivatives;
14pub mod dynamic_programming;
15pub mod econometrics;
16pub mod environmental_resource;
17pub mod error;
18pub mod fixed_income;
19pub mod forensic_economics;
20pub mod game_theory;
21pub mod input_output;
22pub mod labor_household;
23pub mod macro_models;
24pub mod market_data;
25pub mod market_design;
26pub mod markov;
27pub mod mechanism;
28pub mod network_economics;
29pub mod ontology_bridge;
30pub mod paper_trading;
31pub mod portfolio;
32pub mod public_finance;
33pub mod risk;
34pub mod spatial_economics;
35pub mod time_series;
36pub mod welfare;
37pub mod yield_curve;
38
39pub use accounting::{
40    account_balances_into, trial_balance, validate_balanced_entry, validate_journal_entries,
41    validate_journal_entry, Account, AccountBalance, AccountType, AccountingError, JournalEntry,
42    Posting, TrialBalance,
43};
44pub use agent_based::{
45    aggregate_wealth, clear_trades, match_orders_into, simulate_steps_into, zero_intelligence_step,
46    Agent, AgentBasedError, AgentKind, OrderBook, Trade,
47};
48pub use asset_pricing::{
49    capm_beta, capm_expected_return, ccapm_equity_premium, ccapm_stochastic_discount_factor,
50    gordon_growth_price, lucas_asset_price, multi_period_ddm, AssetPricingError,
51};
52pub use behavioral::{
53    endowment_effect_wta, hyperbolic_discount, present_biased_utility, probability_weight,
54    prospect_value, reference_dependent_utility, BehavioralError,
55};
56pub use capabilities::{
57    AllocationClass, CapabilityDomain, CapabilityRecord, CapabilityStatus, SafetyClass,
58    COMPUTATIONAL_ECONOMICS_CAPABILITIES,
59};
60pub use categorical::{Compose, Identity, Morphism};
61pub use derivatives::{
62    binomial_option_price, black_scholes_price_and_greeks, normal_cdf, parity_implied_call_price,
63    parity_implied_put_price, put_call_parity, BlackScholesResult, DerivativesError, OptionKind,
64    OptionStyle, MAX_BINOMIAL_STEPS,
65};
66pub use dynamic_programming::{
67    bellman_update, optimal_stopping_into, policy_iteration_into, value_iteration_into, DpError,
68};
69pub use econometrics::{
70    gmm_moment_eval, iv_2sls_into, logistic_mle_into, ols_into, wls_into, CalibrationRecord,
71    EconometricsError,
72};
73pub use environmental_resource::{
74    abatement_net_benefit, marginal_damage, optimal_abatement, optimal_pollution, pollution_damage,
75    social_cost_of_carbon, EnvironmentalError,
76};
77pub use error::{EconConvergence, EconError, EconSeriesView, EconStatus};
78pub use fixed_income::{
79    accrued_interest, clean_price_from_dirty, coupon_bond_cash_flows_into, coupon_bond_dv01,
80    coupon_bond_metrics, coupon_bond_price, coupon_bond_price_from_cash_flows,
81    coupon_bond_yield_to_maturity, dirty_price_from_clean, discount_factor,
82    discount_factor_continuous, key_rate_duration, present_value, year_fraction, AccruedInterest,
83    BondMetrics, CashFlow, DayCountConvention, FixedIncomeError,
84};
85pub use forensic_economics::{
86    accumulate_harm_trace, compute_malfeasance_delta, compute_narrative_divergence,
87    early_intervention_counterfactual_delta, epistemic_negligence_score,
88    generate_synthetic_persona_trace, step_nquin_trajectory, AccumulatedHarm, EpistemicEdge,
89    ForensicError, HealthWelfareState, MalfeasanceDelta, NarrativeDivergence, NquinVector,
90    NQUIN_DIMS,
91};
92pub use game_theory::{
93    bertrand_duopoly, cournot_duopoly, dominated_strategies_col_into,
94    dominated_strategies_row_into, mixed_nash_2x2, pure_nash_equilibria_into, repeated_game_payoff,
95    stackelberg_duopoly, GameTheoryError,
96};
97pub use input_output::{
98    capacity_constrained_propagation, ghosh_inverse_into, key_sector_ranking_into,
99    leontief_inverse_into, output_multipliers_from_inverse, shock_decomposition_into,
100    InputOutputError,
101};
102pub use labor_household::{
103    efficiency_units, household_production_ces, human_capital_accumulation_into,
104    labor_supply_cobb_douglas, LaborHouseholdError,
105};
106pub use macro_models::{
107    new_keynesian_solve, olg_steady_state, ramsey_euler_residual, ramsey_steady_state,
108    rbc_simulate_into, solow_simulate_into, solow_steady_state, MacroError,
109};
110pub use market_data::{
111    adjusted_close_into, adjustment_factors_into, close_vwap, log_returns_into,
112    simple_returns_into, CorporateAction, CorporateActionKind, MarketBar, MarketDataError,
113};
114pub use market_design::{
115    cara_utility, ces_utility, clear_market_linear, cobb_douglas_utility, crra_utility,
116    deferred_acceptance_into, double_auction, is_stable_matching, leontief_utility,
117    quasi_linear_utility, sealed_bid_first_price, uniform_price_auction, vickrey_auction,
118    MarketDesignError,
119};
120pub use markov::{
121    expected_holding_time, mean_first_passage_time_into, simulate_chain_into,
122    stationary_distribution_into, transition_probability, validate_transition_matrix, MarkovError,
123};
124pub use mechanism::{
125    check_budget_balance, check_individual_rationality, check_strategy_proofness_2x2,
126    mechanism_report, vickrey_clarke_groves_payment_into, MechanismError, MechanismReport,
127};
128pub use network_economics::{
129    default_cascade_into, degree_centrality_into, eigenvector_centrality_into,
130    interbank_clearing_into, NetworkError,
131};
132pub use ontology_bridge::{
133    encode_fibo_price, encode_scalar_result, encode_vector_result, validate_scalar_econ_constraint,
134    FIBO_INSTRUMENT_PRICE,
135};
136pub use paper_trading::{
137    aggregate_paper_fills, cancel_paper_order, simulate_fills_against_snapshots,
138    submit_paper_order, Fill, MarketSnapshot, OrderType, PaperOrder, PaperTradingError, Side,
139};
140pub use portfolio::{
141    covariance_matrix_into, max_drawdown, mean_return, portfolio_returns_into,
142    portfolio_variance_from_covariance, sample_variance, volatility_risk_contributions_into,
143    PortfolioError,
144};
145pub use public_finance::{
146    fiscal_multiplier, laffer_curve_revenue, progressive_tax_into,
147    survival_floor_allocation_into as pf_survival_floor, transfer_payment, PublicFinanceError,
148    TaxBracket,
149};
150pub use risk::{
151    gaussian_var, historical_cvar, historical_var, scenario_loss, scenario_losses_into,
152    sorted_returns_into, RiskError,
153};
154pub use spatial_economics::{
155    gravity_flow, gravity_flow_matrix_into, hotelling_extraction_into, morans_i,
156    nearest_facility_into, total_transport_cost, transport_cost_matrix_into, SpatialError,
157};
158pub use time_series::{
159    ar1_simulate_into, autocorrelation, block_bootstrap_mean_into, cross_correlation,
160    cumulative_wealth_into, drawdown_into, gbm_simulate_into,
161    historical_cvar as ts_historical_cvar, historical_var as ts_historical_var,
162    log_returns_into as ts_log_returns_into, max_drawdown_from, ornstein_uhlenbeck_simulate_into,
163    parametric_var, rolling_mean_into, rolling_variance_into,
164    simple_returns_into as ts_simple_returns_into, TimeSeriesError,
165};
166pub use welfare::{
167    atkinson_inequality, distributional_npv, gini_coefficient, headcount_poverty,
168    lorenz_curve_into, nash_welfare, net_present_value, poverty_gap_ratio, rawlsian_welfare,
169    survival_floor_allocation_into, utilitarian_welfare, WelfareError, WelfareReport,
170};
171pub use yield_curve::{
172    annualized_forward_rate, bootstrap_zero_curve_from_par_yields, discount_factor_from_curve,
173    interpolate_zero_rate, par_yield_from_zero_curve, CurvePoint, YieldCurveError,
174};
qualia_core_db/specialized_libs/computational_economics/mod.rs

qualia_core_db/specialized_libs/computational_economics/
mod.rs
