Uses of Package
com.quantfinlib.crb

Packages that use com.quantfinlib.crb

Package	Description
com.quantfinlib.crb	The central risk book: one netted view of the firm's risk across desks and products, with internalization, routing and hedging.

Classes in com.quantfinlib.crb used by com.quantfinlib.crb

Class	Description
CentralRiskBook.CrbReport	Snapshot of the book's exposures.
CrbAutoHedger.HedgeOrder	One instrument's hedge instruction.
CrbHedgeUniverse	The hedge-instrument universe, aligned to a book's factor registry — because hand-assembling loadings[factor][instrument] is the most error-prone step in the whole hedging workflow (one transposed index and the optimizer confidently hedges the wrong thing).
CrbRouter.Allocation	Where the notional went.
CrbRouter.DarkVenue	A dark venue as the router sees it.
FactorRegistry	Dense integer ids for risk-factor names — the SymbolRegistry pattern applied to the central risk book's factor space, so exposure arithmetic runs over primitive arrays while the factor names stay readable (EQ:AAPL, CCY:EUR, FXVEGA:EURUSD).
InternalizationEngine.Decision	Where one flow went, and what the client got for it.
SkewedQuoter.Quote	A shaded two-way price.