span-margin

Here are 2 public repositories matching this topic...

mkduong-ai / cobol-quant-clearing

Tier-1 Prime Brokerage Clearing, SPAN Initial Margin, 99% VaR & Hybrid AI Circuit-Breaker Engine in Enterprise COBOL (COMP-3) + Python.

cobol jcl value-at-risk risk-management gnucobol quant-finance clearing-house prime-brokerage span-margin

Updated Oct 21, 2026
COBOL

dharunashokkumar / open-clearing-engine

Sponsor

Star

Open-source NSCCL-grade clearing & settlement engine in Rust: novation, multilateral netting, SPAN portfolio risk, event-sourced & deterministic, with REST/WS API and a React ops dashboard.

react rust event-sourcing fintech derivatives settlement novation risk-management clearing-house axum financial-infrastructure span-margin central-counterparty multilateral-netting nsccl

Updated May 19, 2026
Rust

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