Source files: 27 | Classes: 165 | Methods: 88 | Enums: 0

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GTOS.Financial.Accounting

AccountReconciliationPattern

static class

Account Reconciliation Network Pattern
Workflow for bank and account reconciliation

Source: FinancialAccountingNetworks.cs

Methods

ValidateReconciliationParameters

ValidationResult ValidateReconciliationParameters ( int[] inputs )

DepreciationSchedulePattern

static class

Depreciation Schedule Network Pattern
Workflow for calculating and tracking asset depreciation

Source: FinancialAccountingNetworks.cs

Methods

ValidateDepreciationParameters

ValidationResult ValidateDepreciationParameters ( int[] inputs )

FinancialStatementPattern

static class

Financial Statement Preparation Network Pattern
Workflow for preparing balance sheet and income statement

Source: FinancialAccountingNetworks.cs

Methods

ValidateFinancialStatementParameters

ValidationResult ValidateFinancialStatementParameters ( int[] inputs )

MonthEndClosePattern

static class

Month-End Close Network Pattern
Comprehensive workflow for period-end accounting close

Source: FinancialAccountingNetworks.cs

Methods

ValidateMonthEndCloseParameters

ValidationResult ValidateMonthEndCloseParameters ( int[] inputs )

Operations

static class

Accounting Primitives - Core ledger and financial statement calculations
Static class with aggressive inlining for maximum performance
All methods use decimal for financial precision

Source: FinancialAccounting.cs

Methods

IsJournalEntryBalanced

bool IsJournalEntryBalanced ( decimal[] debits, decimal[] credits )

Calculate if journal entry is balanced (debits = credits)
Used for: Journal entry validation
Input: Debit amounts, Credit amounts
Returns: True if balanced, False if unbalanced

GTOS.Financial.AtomicCommodityExchange

ExampleUsageScenarios

static class

Example usage scenarios for GTOS.Financial.AtomicCommodityExchange API.
SCENARIOS:
1. Thai Royal Historical Gold (Break LMB monopoly, preserve numismatic value)
2. Hope Diamond Authentication (Conflict-free certification, isotopic verification)
3. Circular Economy (Coal ash → potash, waste → feedstock)
4. Omega Spent Fuel (Nuclear material accountability, $58B asset discovery)

Source: FinancialAtomicCommodityExchange.cs

GoldStandard

static class

Gold Standard: Universal benchmark for all material valuations.
FUNDAMENTAL PRINCIPLE:
Value materials by ATOM COUNT, not mass or volume.
Atoms are the fundamental units of matter (indivisible by chemical means).
Atom counting provides universal, location-independent reference.
AVOGADRO'S NUMBER: THE FOUNDATION
Definition: 6.02214076 × 10²³ atoms per mole (SI base unit)
Historical context:
- Named after Amedeo Avogadro (1776-1856), Italian scientist
- Hypothesis (1811): Equal volumes of gases contain equal numbers of molecules
- Modern definition (2019): Exact value, defines mole as SI base unit
Physical meaning:
- 1 mole = number of atoms in exactly 12 grams of Carbon-12
- 6.022 × 10²³ is chosen so 1 mole of any element has mass (in grams) = atomic mass (in amu)
- Example: 1 mole Au-197 = 196.97 grams (because Au-197 atomic mass = 196.97 amu)
Why this matters:
- Bridges atomic scale (amu) to human scale (grams)
- Enables counting atoms by weighing material
- Universal constant (same everywhere in universe)
Scale comparison:
- Atoms in 1 mole: 6.022 × 10²³
- Atoms in observable universe: ~10^80 (only 170× more than moles in universe)
- Grains of sand on Earth: ~10^24 (1/600,000 of a mole)
- Stars in observable universe: ~10^24 (same as grains of sand)
If 1 mole of atoms were grains of sand:
- Would cover entire Earth 10 meters deep
- Would fill Earth's oceans 1000 times over
- Counting 1 atom/second would take 19 trillion years (1.4× age of universe)
GOLD AS THE BENCHMARK:
Why Gold-197 (not Silver, Platinum, or Bitcoin)?
1. Chemical stability
- Gold is noble metal (doesn't oxidize, corrode, or react with most chemicals)
- Silver tarnishes (Ag + H2S → Ag2S black sulfide)
- Iron rusts (Fe + O2 → Fe2O3 red oxide)
- Gold remains pure indefinitely (ancient Egyptian gold still bright after 5,000 years)
2. Single stable isotope
- Gold-197 is 100% of natural gold (no isotopic variation)
- Silver has 2 isotopes: Ag-107 (51.8%), Ag-109 (48.2%) - which to use as standard?
- Platinum has 6 isotopes: Pt-190 through Pt-198 - requires isotopic analysis
- Gold simplifies verification (no need to separate isotopes)
3. Universal recognition
- 5,000+ years of human history as value store (Egypt, Rome, China, Incas all used gold)
- Survives political collapse (Roman gold coins still valued today)
- Cross-cultural (every civilization independently discovered gold's value)
- Psychological: Gold color signals value across cultures (Jungian archetype?)
4. Moderate scarcity
- Not too rare: ~200,000 tonnes mined in human history (enough for liquid market)
- Not too common: ~0.004 ppm in Earth's crust (maintains value)
- Goldilocks zone: Liquid enough to trade, scarce enough to be valuable
5. Easily divisible
- Melts at 1064°C (achievable with ancient technology)
- Malleable (soft, can be hammered into thin foil)
- Fungible (1 kg gold = 1 kg gold, regardless of form)
- Atomic uniformity (every Au-197 atom identical)
6. Available throughout solar system
- Asteroid belt: Iron meteorites contain 10-100 ppm gold (10-100× Earth's crust)
- Moon: Similar concentration to Earth (~0.004 ppm)
- Mars: Likely similar (planetary formation process)
- Universal standard works anywhere humans go
7. Fundamental physics constant
- Gold atomic number 79 (UNLOCK: MOTHER = 79, the boundary/container)
- Gold atomic mass 196.97 amu (stable nucleus, magic number shells)
- Not arbitrary (physics determines gold's properties)
GRITCOIN DEFINITION:
1 GritCoin (GC) = 1 mole of Gold-197
= 196.966569 grams (exact atomic mass)
= 6.02214076 × 10²³ atoms (Avogadro's number, exact)
= ~$12,803 USD (market value, varies with gold price)
Conversions:
- 1 GC = 196.97 grams Au
- 1 gram Au = 0.00508 GC
- 1 kg Au = 5.08 GC
- 1 troy ounce Au = 0.158 GC
At current gold price (~$65/gram):
- 1 GC ≈ $12,803 USD
- 1 kg Au ≈ $65,000 USD ≈ 5.08 GC
- 1 troy oz Au ≈ $2,020 USD ≈ 0.158 GC
Note: USD value of GritCoin fluctuates with gold market price.
GritCoin value in ATOMS is constant (1 GC = 6.022 × 10²³ Au atoms, always).
This is deliberate: Fiat currency inflates, atoms don't.
ATOM-FOR-ATOM VALUATION:
Base value formula:
Material Value (GC) = (Total atoms in material) / (Atoms in 1 mole Au-197)
= (Total atoms) / (6.022 × 10²³)
= Number of moles × (Atoms per mole / Avogadro's number)
For monatomic elements (Au, Pt, Fe, etc.):
- 1 mole = 6.022 × 10²³ atoms
- Base value = 1.0 GC per mole (atom-for-atom with gold)
For diatomic molecules (O2, N2, H2):
- 1 mole = 2 × 6.022 × 10²³ atoms (2 atoms per molecule)
- Base value = 2.0 GC per mole (2× atom count vs gold)
For polyatomic molecules (H2O, CO2, NH3):
- 1 mole H2O = 3 atoms (2H + 1O) = 3 × 6.022 × 10²³ atoms
- Base value = 3.0 GC per mole (3× atom count vs gold)
EXAMPLE CALCULATIONS:
Example 1: Platinum-195 (monatomic, similar to gold)
- Mass: 1 kg Pt-195
- Atomic mass: 195.08 amu
- Moles: 1000 g / 195.08 g/mol = 5.126 moles
- Atoms: 5.126 moles × 6.022 × 10²³ = 3.087 × 10²⁴ atoms
- Base value: 3.087 × 10²⁴ / 6.022 × 10²³ = 5.126 GC
- Check: 1 kg / 195.08 g/mol × 1 GC/mol = 5.126 GC ✓
Example 2: Oxygen gas O2 (diatomic)
- Mass: 1 kg O2
- Molecular mass: 32.00 amu (2 × 16.00 for O2)
- Moles: 1000 g / 32.00 g/mol = 31.25 moles O2
- Molecules: 31.25 moles × 6.022 × 10²³ = 1.882 × 10²⁵ molecules
- Atoms: 1.882 × 10²⁵ molecules × 2 atoms/molecule = 3.764 × 10²⁵ atoms
- Base value: 3.764 × 10²⁵ / 6.022 × 10²³ = 62.5 GC
- Check: 31.25 moles O2 × 2 atoms/mol = 62.5 moles atoms = 62.5 GC ✓
Example 3: Water H2O (triatomic)
- Mass: 1 kg H2O
- Molecular mass: 18.015 amu (2×1.008 for H + 15.999 for O)
- Moles: 1000 g / 18.015 g/mol = 55.51 moles H2O
- Molecules: 55.51 moles × 6.022 × 10²³ = 3.343 × 10²⁵ molecules
- Atoms: 3.343 × 10²⁵ molecules × 3 atoms/molecule = 1.003 × 10²⁶ atoms
- Base value: 1.003 × 10²⁶ / 6.022 × 10²³ = 166.5 GC
- Check: 55.51 moles H2O × 3 atoms/mol = 166.5 moles atoms = 166.5 GC ✓
WHY ATOM COUNTING (NOT MASS OR VOLUME):
Problem with mass-based valuation:
- 1 kg gold ≠ 1 kg oxygen (different number of atoms)
- Gold atomic mass 197 amu, Oxygen atomic mass 16 amu (12× difference)
- 1 kg Au = 3.06 × 10²⁴ atoms
- 1 kg O = 3.76 × 10²⁵ atoms (12× more atoms!)
- Mass doesn't reflect fundamental quantity (atom count)
Problem with volume-based valuation:
- 1 liter gold ≠ 1 liter oxygen (vastly different masses)
- Gold density 19.3 g/cm³, Oxygen gas 0.00143 g/cm³ (13,000× difference)
- Volume depends on temperature, pressure, phase (gas/liquid/solid)
- Not universal (changes with conditions)
Atom counting solves both problems:
- Atoms are fundamental units (indivisible by chemical means)
- Atom count independent of temperature, pressure, phase
- Universal constant (works anywhere in universe)
- Reflects true quantity of matter
UTILITY PREMIUMS:
Base value (atom-for-atom) adjusted by utility:
Total Value (GC) = Base Value × Utility Premium
Utility premium factors:
1. Scarcity: How rare is material at location?
2. Necessity: How critical for survival/operations?
3. Industrial application: What can you do with it?
4. Substitutability: Are there alternatives?
Example: Oxygen on Earth vs Mars
- Base value: 62.5 GC per kg (atom count, same everywhere)
- Earth utility: 0.01× (free in atmosphere, 21% O2)
- Earth value: 62.5 × 0.01 = 0.625 GC per kg (~$8)
- Mars utility: 1000× (0.13% O2 in atmosphere, life-critical)
- Mars value: 62.5 × 1000 = 62,500 GC per kg (~$800 million)
Same atoms, 100,000× price difference due to scarcity/necessity.
This is honest: Atoms are identical, but utility varies by location.
BREAKING FRACTIONAL RESERVE BANKING:
Current fiat system:
- Banks create money from debt (10:1 leverage typical, sometimes 30:1)
- $100 deposit → bank loans $1000 → "created" $900 from nothing
- Fractional reserve: Only need to keep 10% reserves (rest is phantom wealth)
- Result: Money supply inflates, value dilutes, purchasing power erodes
GritCoin system:
- Every token backed by ACTUAL ATOMS (1:1 ratio, no leverage)
- 1 GC = 6.022 × 10²³ Au atoms (physical backing, verifiable via isotopic assay)
- Cannot create GritCoins from debt (requires physical material)
- Result: Money supply fixed by atomic reality, value stable, honest accounting
Banks cannot leverage GritCoins:
- Attempt: Bank receives 100 GC deposit, wants to loan 1000 GC
- Problem: Must prove backing (isotopic fingerprint for 1000 GC = 1000 moles Au = 197 kg)
- Bank doesn't have 197 kg gold (only has 19.7 kg from 100 GC deposit)
- Fraud detection: Isotopic assay reveals bank cannot deliver physical material
- Result: Fractional reserve IMPOSSIBLE (physics prevents fraud)
GOD'S HONEST WEIGHTS AND MEASURES:
Biblical principle (Leviticus 19:36):
"You shall have honest scales and honest weights"
Fiat currency violates this:
- "Weights" change (inflation dilutes value)
- "Scales" rigged (banks create money from debt)
- Dishonest (value arbitrary, based on belief/manipulation)
GritCoin enforces this:
- "Weights" fixed (6.022 × 10²³ atoms = 1 GC, always)
- "Scales" calibrated by physics (isotopic assay, unforgeable)
- Honest (value based on atomic reality, not banker decree)
Atoms don't lie. Bankers do. God prefers atoms.

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

AvogadroNumber

const float

GramsPerMole_Gold

const float

IsotopicComposition

struct

Isotopic composition of a material sample.
PHYSICS FOUNDATION:
Every element exists as multiple isotopes (same protons, different neutrons).
Isotopic ratios depend on formation history and are unforgeable without nuclear transmutation.
Example: Carbon has 3 stable isotopes:
- C-12: 6 protons + 6 neutrons (98.9% natural abundance)
- C-13: 6 protons + 7 neutrons (1.1% natural abundance)
- C-14: 6 protons + 8 neutrons (trace, radioactive, 5,730 year half-life)
FORMATION HISTORY DETERMINES RATIOS:
Natural diamond (from Earth's mantle, 150+ km deep):
- Formed from mantle carbon at 900-1300°C, 4-6 GPa pressure
- C-12/C-13 ratio ≈ 98.9/1.1 (equilibrium fractionation from mantle CO2)
- Slight variations based on kimberlite pipe geology (Africa vs Australia)
Synthetic diamond (CVD/HPHT from petroleum):
- Formed from petroleum-derived methane (CH4) at 800-1200°C
- C-12/C-13 ratio ≈ 99.5/0.5 (petroleum is C-13 depleted due to biological fractionation)
- Measurable difference: 0.6% (60× larger than measurement error ±0.01%)
WHY THIS MATTERS:
Cannot fake isotopic ratios without nuclear transmutation (requires particle accelerator).
Natural diamonds worth 10-100× more than synthetic (same chemistry, different formation).
Isotopic fingerprint is UNFORGEABLE PROVENANCE.
MEASUREMENT TECHNIQUES:
- Gamma spectroscopy: Non-destructive, detects radioactive isotopes (U-235, Pu-239)
- Mass spectrometry: Destructive (milligrams), measures all isotopes (±0.01% precision)
- Neutron activation: Non-destructive, induces radioactivity for trace element detection
- X-ray fluorescence: Non-destructive, elemental composition (no isotope info)
PRECISION:
Major isotopes (>1% abundance): ±0.1% measurement uncertainty
Minor isotopes (0.1-1%): ±1% relative uncertainty
Trace isotopes (<0.1%): ±10% relative uncertainty (ppm detection limit)
EXAMPLE: Natural platinum sample from asteroid 16 Psyche
- Pt-194: 32.9% ± 0.1% (absolute uncertainty)
- Pt-195: 33.8% ± 0.1%
- Pt-196: 25.2% ± 0.1%
- Pt-198: 7.2% ± 0.1%
- Trace Ir-193: 0.5% ± 0.05% (10% relative uncertainty)
- Trace Os-192: 0.3% ± 0.03%
- Other (Re, W, etc.): 0.1% ± 0.05%
Sum: 100.0% ± 0.3% (within tolerance)
VALIDATION:
Sum of all ratios must equal 1.0 ± 0.01 (1% tolerance) to be physically valid.
Outliers beyond 3-sigma (3× uncertainty) indicate measurement error or sample contamination.
GEOGRAPHIC PROVENANCE:
Isotopic ratios vary slightly by source geology:
- South African platinum: Pt-195/Pt-194 = 1.027 (Bushveld Complex)
- Asteroid platinum: Pt-195/Pt-194 = 1.140 (iron meteorite composition)
Difference: 11% (100× measurement uncertainty, easily distinguished)
ANTI-COUNTERFEITING:
Forging isotopic ratios requires nuclear transmutation:
- Add neutrons: Neutron bombardment in reactor (leaves radioactive traces)
- Remove neutrons: Impossible (no known process)
- Change to different element: Requires particle accelerator (atom-by-atom, infeasible)
Cost to counterfeit: $10 million+ per gram (vs $50/gram platinum market price)
Conclusion: Economically impossible to forge isotopic fingerprints.

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

isotopes

AtomicComposite[]

laboratoryID

string

measurementDate

DateTime

method

VerificationMethod

MaterialFingerprint

struct

Material fingerprint: unique cryptographic identifier for physical material.
CRYPTOGRAPHIC FOUNDATION:
Combines three unforgeable components into a single hash:
1. Isotopic ratios (unforgeable via physics - nuclear transmutation required)
2. Location (GPS or celestial coordinates, verifiable via astronomy)
3. Timestamp (when fingerprint created, verifiable via blockchain consensus)
SHA-256 HASH FUNCTION:
One-way cryptographic function that maps arbitrary input → 256-bit output.
Properties:
- Pre-image resistance: Cannot reverse hash to find original input
- Collision resistance: Cannot find two inputs that produce same hash (probability 1 in 2^256)
- Avalanche effect: Single bit change in input → ~50% of output bits flip
Example hash computation:
Input string: "Pt194:0.329;Pt195:0.338;Pt196:0.252;Pt198:0.072;mass:1.000;loc:2.5,0.3,-0.1;time:638456789012345678"
SHA-256 output: a3f7b92c4d8e1f6a9b5c3e7d1f4a6b8c2e5d7f9a1b3c5e7d9f1a3b5c7e9d1f3a5b
(64 hex characters = 256 bits = 2^256 ≈ 10^77 possible values)
For comparison:
- Atoms in observable universe: ~10^80
- Grains of sand on Earth: ~10^24
- SHA-256 collision probability: ~10^-77 (effectively impossible)
UNIQUENESS GUARANTEE:
No two material samples will ever produce the same fingerprint because:
1. Isotopic ratios differ by at least 0.01% (measurement precision) between samples
2. Location differs (salvage site coordinates unique to <1 meter via GPS)
3. Timestamp differs (samples not assayed at exact same nanosecond)
4. SHA-256 ensures any tiny input difference → completely different hash
EXAMPLE: Two 1 kg platinum samples, 1 meter apart, 1 second apart:
Sample A fingerprint: a3f7b92c4d8e1f6a... (location x=2.5000, time=14:23:17.000)
Sample B fingerprint: 7d1f4a6b8c2e5d7f... (location x=2.5001, time=14:23:18.000)
Similarity: 0% (completely different hashes despite similar inputs)
UNFORGEABLE COMPONENTS:
Component 1: Isotopic ratios (physics-based unforgeability)
- Forging requires nuclear transmutation (add/remove neutrons from nuclei)
- Nuclear reactor can add neutrons (neutron bombardment)
Problem: Leaves radioactive traces (unwanted isotopes created)
Example: Pt-195 + neutron → Pt-196 (changes ratio, creates new signature)
- Particle accelerator can remove neutrons (spallation)
Problem: Atom-by-atom process, $10 million+ per gram
Example: Synthesizing 1 kg Pt-195 from Pt-196 = $10 billion (vs $50/gram market)
- Conclusion: Economically infeasible to forge isotopic ratios
Component 2: Location (GPS/celestial coordinates)
- GPS accuracy: ±1 meter (civilian), ±0.01 meter (military)
- Celestial coordinates: ±0.1 AU (asteroid belt), verifiable via orbital mechanics
- Cannot fake location without physically moving material (defeats purpose of fraud)
- Satellite imagery can verify salvage operations at claimed coordinates
Component 3: Timestamp (blockchain consensus)
- Recorded on distributed ledger when fingerprint created
- Cannot backdate (requires consensus from 51% of network nodes)
- Blockchain immutability: Cannot alter past timestamps without rewriting entire chain
- Clock synchronization: ±1 second via NTP (Network Time Protocol)
VERIFICATION PROTOCOL:
Step 1: Redemption request
- Owner presents MaterialToken with fingerprint hash
Step 2: Physical re-assay
- Independent lab measures isotopic composition of physical sample
- Same measurement technique as original (mass spectrometry ±0.01% precision)
Step 3: Fingerprint reconstruction
- Recompute SHA-256 hash from re-assay results
- Compare with original fingerprint hash in token
Step 4: Match criteria
- Isotopic ratios within measurement uncertainty (±0.1% for major isotopes)
- If match: Material authentic → burn token, deliver physical material
- If mismatch: Material substituted → reject redemption, flag fraud
FALSE POSITIVE RATE:
Probability of accidental match (different material, same hash):
- SHA-256 collision probability: 1 in 2^256 ≈ 10^-77
- Isotopic ratio variation: 1 in 10^4 (±0.01% precision, 100 isotopes)
- Combined probability: 1 in 10^81 (far smaller than atoms in universe)
- Conclusion: False positives physically impossible
FALSE NEGATIVE RATE:
Probability of rejection (authentic material, failed match):
- Measurement uncertainty: ±0.1% (3-sigma confidence)
- Causes: Lab calibration drift, sample contamination, data entry error
- Mitigation: Multi-lab consensus (3 independent assays must agree)
- Rate: <0.1% (1 in 1000 authentic samples rejected, retriable)
ATTACK SCENARIOS & DEFENSES:
Attack 1: Substitute different material (e.g., fake platinum)
Defense: Isotopic ratios won't match → verification fails immediately
Example: Tungsten-plated fake gold (density match, but W isotopes detected)
Attack 2: Substitute similar material (e.g., Earth platinum for asteroid platinum)
Defense: Geographic provenance differs (Pt-195/Pt-194 ratio 1.027 vs 1.140)
Detection threshold: 0.1% precision detects 11% difference (110-sigma confidence)
Attack 3: Dilute material (e.g., 50% real + 50% fake)
Defense: Isotopic ratios change proportionally → mismatch detected
Example: 50% asteroid Pt + 50% Earth Pt → ratio 1.083 (midpoint, doesn't match either)
Attack 4: Reuse same token for multiple redemptions (double-spend)
Defense: Token burned after first redemption (removed from blockchain)
Attempted reuse: Blockchain query shows token already burned → rejection
Attack 5: Forge blockchain timestamp (backdate/future-date)
Defense: Requires 51% attack on distributed ledger (infeasible for established networks)
Bitcoin equivalent cost: $20 billion (for 1 hour of 51% hashpower control)
Attack 6: Compromise SHA-256 algorithm (find collision)
Defense: SHA-256 is NIST-approved, no practical attacks known (as of 2025)
If compromised: Migrate to SHA-3 or post-quantum algorithm (system upgradeable)
EXAMPLE FINGERPRINT GENERATION:
Sample: 1 kg platinum from asteroid 16 Psyche salvage operation
Input data:
- Isotopes: Pt-194 (32.9%), Pt-195 (33.8%), Pt-196 (25.2%), Pt-198 (7.2%)
- Trace: Ir-193 (0.5%), Os-192 (0.3%), other (0.1%)
- Mass: 1.000 kg
- Location: (x=2.5 AU, y=0.3 AU, z=-0.1 AU) heliocentric coordinates
- Timestamp: 2055-03-15T14:23:17.123456Z (ISO 8601 format, microsecond precision)
Concatenated string (input to SHA-256):
"Pt194:0.329000;Pt195:0.338000;Pt196:0.252000;Pt198:0.072000;Ir193:0.005000;Os192:0.003000;other:0.001000;mass:1.000;loc:2.500000,0.300000,-0.100000;time:638456789012345678"
SHA-256 hash output (hex):
a3f7b92c4d8e1f6a9b5c3e7d1f4a6b8c2e5d7f9a1b3c5e7d9f1a3b5c7e9d1f3a5b
Binary representation (256 bits):
10100011 11110111 10111001 00101100 ... (32 bytes total)
MaterialToken.fingerprint.hashSHA256 = "a3f7b92c4d8e1f6a9b5c3e7d1f4a6b8c2e5d7f9a1b3c5e7d9f1a3b5c7e9d1f3a5b"
REDEMPTION VERIFICATION:
6 months later, owner redeems token at Earth refinery:
Re-assay results:
- Isotopes: Pt-194 (32.88%), Pt-195 (33.81%), Pt-196 (25.18%), Pt-198 (7.21%)
- Trace: Ir-193 (0.51%), Os-192 (0.29%), other (0.12%)
- Differences: All within ±0.1% (measurement uncertainty)
Reconstructed fingerprint (same location/timestamp from token):
"Pt194:0.328800;Pt195:0.338100;Pt196:0.251800;Pt198:0.072100;Ir193:0.005100;Os192:0.002900;other:0.001200;mass:1.000;loc:2.500000,0.300000,-0.100000;time:638456789012345678"
New SHA-256 hash:
a3f7b92c4d8e1f6a9b5c3e7d1f4a6b8c2e5d7f9a1b3c5e7d9f1a3b5c7e9d1f3a5b
Comparison:
Original: a3f7b92c4d8e1f6a9b5c3e7d1f4a6b8c2e5d7f9a1b3c5e7d9f1a3b5c7e9d1f3a5b
Re-assay: a3f7b92c4d8e1f6a9b5c3e7d1f4a6b8c2e5d7f9a1b3c5e7d9f1a3b5c7e9d1f3a5b
Match: YES (material authentic)
Action: Burn token, deliver 1 kg platinum to owner
Note: In production, isotopic ratios stored with precision (±0.1% tolerance matching).
Above example shows exact match for illustration; real verification uses range matching.

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

composition

IsotopicComposition

hashSHA256

string

location

Vector3

mass_kg

float

timestamp

DateTime

MaterialToken

struct

Material Token: Cryptographic token representing physical material.
BACKING:
Each token is backed by isotopically-verified physical material.
Token can be traded instantly (no physical delivery required).
Token can be redeemed for physical material at authorized refineries.
OWNERSHIP:
Owner identified by public key (cryptographic address).
Transfer requires digital signature from current owner's private key.
LIFECYCLE:
1. Issuance: Material assayed, fingerprint created, token minted
2. Trading: Token transferred between owners via cryptographic signatures
3. Redemption: Token burned, physical material delivered to final owner
EXAMPLE:
Token ID: MT-2055-031517-a3f7b92c
Backing: 1.000 kg Platinum-195 (verified by 3 independent labs)
Owner: 0x4f3a2b1c... (public key)
Issued: 2055-03-15 14:23:17 UTC
Location: Asteroid 16 Psyche (salvage site)
Redeemable: Earth Refinery #7, Mars Refinery #2, Belt Station Alpha

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

fingerprint

MaterialFingerprint

hasNumismaticValue

bool

issuedDate

DateTime

issuerLaboratory

string

isValid

bool

mass_kg

float

materialType

MaterialType

redeemableLocations

string[]

NumismaticMetadata

struct

Numismatic metadata for historical items (coins, bars, artifacts).
PURPOSE:
Preserve historical and cultural value separate from material value.
EXAMPLE:
Thai Royal dynasty gold bar:
- Material value: 1 kg Au-197 = ~500 GritCoins ($6.4M USD)
- Numismatic premium: 10× (historical rarity, dynasty stamping)
- Total value: 5,000 GritCoins ($64M USD)
LMB SCAM BROKEN:
London Metal Bullion requires melting historical bars (destroys numismatic value).
GTOS preserves both material AND historical value via isotopic fingerprinting.
Dynasty stamping becomes PART of the fingerprint (unforgeable provenance).

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

culturalSignificance

string

estimatedAge

DateTime

expertOpinions

string[]

historicalEra

string

isAuthenticated

bool

mintLocation

string

physicalMarkings

string

Order

struct

Trading order on the exchange.
ORDER TYPES:
- Market: Execute immediately at best available price
- Limit: Execute only if price reaches specified level
- Stop: Trigger market order when price threshold crossed
- StopLimit: Trigger limit order when price threshold crossed
MATCHING:
Exchange maintains order book (buy orders sorted by price descending, sell orders ascending).
When buy price ≥ sell price, orders match and trade executes.
EXAMPLE:
Order #12345
Type: Limit Buy
Material: Oxygen (liquid)
Quantity: 10,000 moles (320 kg)
Price: 100 GritCoins per mole
Location: Asteroid Belt (delivery)
Deadline: 2055-06-15 (90 days)
Status: Open (waiting for matching sell order)

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

deliveryLocation

Vector3

expirationDate

DateTime

material

MaterialType

orderID

string

ownerPublicKey

string

placedDate

DateTime

side

OrderSide

status

TransactionStatus

type

OrderType

PricingEngine

static class

Pricing Engine: Calculate market value for materials accounting for location, utility, supply/demand.
FORMULA:
Total Value (GC) = Base Value × Utility Premium × Supply/Demand Multiplier + Transport Cost
Where:
- Base Value = (Atoms in material / Atoms in gold) × Gold Standard
- Utility Premium = Scarcity × Necessity × Industrial Application (location-specific)
- Supply/Demand = Current demand / Current supply at location
- Transport Cost = ΔV-based shipping cost to delivery location
LOCATION MATTERS:
On Earth: Oxygen is free (atmosphere is 21% O2)
On Mars: Oxygen is 1000× more expensive (0.13% O2 in atmosphere, life-critical)
In asteroid belt: Oxygen is 1000× more expensive (no atmosphere, life-critical)
EXAMPLE:
1 mole liquid oxygen at different locations:
- Earth surface: 0.002 GC ($26) - cheap, readily available
- Mars colony: 2000 GC ($25.6M) - scarce, life-critical
- Asteroid belt: 2000 GC ($25.6M) - scarce, life-critical

Source: FinancialAtomicCommodityExchange.cs

Trade

struct

Executed trade between two orders.
EXECUTION:
When buy order matches sell order, trade is created.
Material token transferred from seller to buyer.
GritCoins transferred from buyer to seller.
SETTLEMENT:
Trade logged to distributed ledger (blockchain).
Both parties' balances updated atomically.
EXAMPLE:
Trade #7890
Buy Order: #12345 (Asteroid miner wants 10,000 moles O2)
Sell Order: #54321 (Earth supplier has 10,000 moles O2)
Execution Price: 100 GC/mole
Total Value: 1,000,000 GritCoins
Buyer pays: 1M GC
Seller receives: 900K GC (10% exchange fee = 100K GC)
Material transferred: MT-2055-031520-b4e8c... (10 tonnes liquid O2)
Settlement: Confirmed on blockchain (block #1,234,567)

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

blockchainTxHash

string

buyerPublicKey

string

buyOrderID

string

executionPrice_GC_per_mole

float

executionTime

DateTime

material

MaterialType

quantity_moles

float

sellerPublicKey

string

sellOrderID

string

status

TransactionStatus

totalValue_GritCoins

float

tradeID

string

Vector3

struct

Source: FinancialAtomicCommodityExchange.cs

Constants and Fields

x

float

y

float

z

float

GTOS.Financial.Core

AssetReturns

readonly struct

Source: FinancialCoreAtomics.cs

BankReconciliation

readonly struct

Bank reconciliation - matches bank statement to cash ledger

Source: FinancialCoreAtomics.cs

Constants and Fields

BankErrors

readonly Money

BankStatementBalance

readonly Money

BookErrors

readonly Money

CashAccountId

readonly int

IsReconciled

readonly bool

LedgerBalance

readonly Money

OutstandingChecks

readonly Money

OutstandingDeposits

readonly Money

ReconciledBalance

readonly Money

ReconciledByUserId

readonly int

ReconciliationDate

readonly DateTime

ReconciliationId

readonly int

BankStatementEntry

readonly struct

Bank statement entry for reconciliation

Source: FinancialCoreAtomics.cs

Constants and Fields

Amount

readonly Money

CheckNumber

readonly string

Description

readonly string

MatchedLedgerEntryId

readonly int

ReferenceNumber

readonly string

StatementId

readonly int

Status

readonly ReconciliationStatus

TransactionDate

readonly DateTime

BlackScholesCalculator

static class

BLACK-SCHOLES OPTION PRICING MODEL: Industry-standard derivatives pricing
Purpose: Calculate theoretical option prices using closed-form solution
Assumptions: Constant volatility, risk-free rate, no dividends, European exercise
Formula: C = SN(d1) - Ke^(-rT)N(d2), P = Ke^(-rT)N(-d2) - SN(-d1)
Used for: Options market making, hedging, risk management, regulatory valuation
Nobel Prize: Black, Scholes, and Merton (1997) for option pricing theory

Source: FinancialCoreAtomics.cs

BondCalculator

static class

Bond pricing and yield calculations

Source: FinancialCoreAtomics.cs

BridgeTransaction

readonly struct

Cross-chain bridge transaction

Source: FinancialCoreAtomics.cs

Constants and Fields

BridgeFee

readonly Money

DestinationAmount

readonly CryptoAmount

DestinationChain

readonly BlockchainNetwork

DestinationGasFee

readonly GasFee

EstimatedMinutes

readonly int

SourceAmount

readonly CryptoAmount

SourceChain

readonly BlockchainNetwork

SourceGasFee

readonly GasFee

CashFlow

readonly struct

CASH FLOW: Time-dated monetary flow for discounted cash flow analysis
Purpose: Represents a single cash inflow or outflow at a specific date
Features: Date arithmetic, time period calculations, flow direction analysis
Used for: NPV calculations, IRR analysis, bond coupon payments, option exercises
Critical for: DCF valuation, capital budgeting, investment analysis

Source: FinancialCoreAtomics.cs

Constants and Fields

Date

readonly DateTime

CashFlowSeries

readonly struct

Fixed-size array wrapper for cash flows - no dynamic allocation

Source: FinancialCoreAtomics.cs

ChartOfAccounts

readonly struct

Chart of Accounts - complete account structure for organization

Source: FinancialCoreAtomics.cs

Constants and Fields

ChartVersion

readonly string

OrganizationName

readonly string

ChartOfAccountsEntry

readonly struct

Chart of Accounts entry - defines a single account in the accounting system

Source: FinancialCoreAtomics.cs

Constants and Fields

AccountId

readonly int

AccountName

readonly string

Category

readonly AccountCategory

Description

readonly string

IsActive

readonly bool

NormalBalance

readonly NormalBalance

RequiresCostCenter

readonly bool

RequiresProject

readonly bool

Type

readonly AccountType

CreditRiskCalculator

static class

Credit risk and probability of default calculations

Source: FinancialCoreAtomics.cs

CryptoAmount

readonly struct

Cryptocurrency amount with precision handling
Bitcoin: 8 decimals (satoshis), Ethereum: 18 decimals (wei)

Source: FinancialCoreAtomics.cs

Constants and Fields

Network

readonly BlockchainNetwork

Standard

readonly TokenStandard

CryptoWalletHolding

readonly struct

Cryptocurrency wallet holding

Source: FinancialCoreAtomics.cs

Constants and Fields

AcquisitionDate

readonly DateTime

Amount

readonly CryptoAmount

FiatValue

readonly Money

WalletAddress

readonly string

CurrencyExchangeRate

readonly struct

Currency exchange rate with timestamp

Source: FinancialCoreAtomics.cs

Constants and Fields

EffectiveDate

readonly DateTime

ExpirationDate

readonly DateTime

FromCurrency

readonly string

Rate

readonly decimal

RateSource

readonly string

ToCurrency

readonly string

DecimalMath

static class

DECIMAL MATH: High-precision mathematical operations for financial calculations
Purpose: Eliminates floating-point precision errors in critical financial computations
Features: Power, logarithm, exponential, trigonometric functions with decimal precision
Methods: Taylor series expansions, Newton-Raphson iteration for maximum accuracy
Critical for: Options pricing, bond calculations, risk measurements, regulatory compliance
Audit note: Military-grade precision ensures deterministic, reproducible results

Source: FinancialCoreAtomics.cs

Constants and Fields

E

static decimal

PI

static decimal

Methods

Power

decimal Power ( decimal baseValue, decimal exponent )

EthereumGasCalculator

static class

Calculate Ethereum gas fees

Source: FinancialCoreAtomics.cs

Methods

CalculateGasFee

CryptoAmount CalculateGasFee ( decimal gasLimit, decimal gasPriceGwei )

Calculate total gas fee
Total = Gas Limit × Gas Price (in Gwei) / 1,000,000,000

ExchangeRate

readonly struct

Source: FinancialCoreAtomics.cs

Constants and Fields

AsOfDate

readonly DateTime

FromCurrency

readonly string

Rate

readonly decimal

ToCurrency

readonly string

FinancialStatistics

static class

Financial statistics and performance metrics

Source: FinancialCoreAtomics.cs

Methods

CalculateMaxDrawdown

decimal CalculateMaxDrawdown ( decimal[] prices, int count )

FiscalPeriod

readonly struct

Fiscal period - accounting period for financial reporting

Source: FinancialCoreAtomics.cs

Constants and Fields

ClosedByUserId

readonly int

ClosedDate

readonly DateTime?

EndDate

readonly DateTime

FiscalYear

readonly int

PeriodId

readonly int

PeriodNumber

readonly int

StartDate

readonly DateTime

Status

readonly FiscalPeriodStatus

ForeignExchangeCalculator

static class

Currency conversion and foreign exchange calculations

Source: FinancialCoreAtomics.cs

GasFee

readonly struct

Gas fee estimation for blockchain transactions

Source: FinancialCoreAtomics.cs

Constants and Fields

FiatCost

readonly Money

GasLimit

readonly decimal

Network

readonly BlockchainNetwork

TotalFee

readonly CryptoAmount

GeneralLedger

readonly struct

General Ledger - main accounting ledger with all posted transactions

Source: FinancialCoreAtomics.cs

Constants and Fields

EndDate

readonly DateTime

LedgerName

readonly string

StartDate

readonly DateTime

Type

readonly LedgerType

ImpermanentLossCalculator

static class

Calculate impermanent loss for liquidity providers

Source: FinancialCoreAtomics.cs

Methods

CalculateImpermanentLoss

decimal CalculateImpermanentLoss ( decimal initialPrice, decimal currentPrice )

Calculate impermanent loss percentage
IL% = 2×sqrt(price_ratio) / (1 + price_ratio) - 1

InternalRateOfReturnCalculator

static class

INTERNAL RATE OF RETURN CALCULATOR: Investment return rate analysis
Purpose: Find the discount rate that makes NPV equal to zero
Method: Newton-Raphson iterative solver for high precision results
Formula: 0 = Σ(CFt / (1 + IRR)^t) - finds IRR that satisfies this equation
Used for: Investment performance measurement, project comparison, hurdle rate analysis
Critical for: Capital allocation decisions, performance benchmarking

Source: FinancialCoreAtomics.cs

Methods

Calculate

Rate Calculate ( CashFlowSeries cashFlows, DateTime valuationDate )

Journal

readonly struct

Journal - collection of unposted journal entries

Source: FinancialCoreAtomics.cs

Constants and Fields

JournalName

readonly string

PeriodEnd

readonly DateTime

PeriodStart

readonly DateTime

JournalEntry

readonly struct

Journal entry - unposted transaction before posting to ledger
Used for batch entry, approval workflows, recurring transactions

Source: FinancialCoreAtomics.cs

Constants and Fields

AccountCredited

readonly int

AccountDebited

readonly int

ApprovedByUserId

readonly int

ApprovedDate

readonly DateTime?

CostCenter

readonly int

CreditAmount

readonly Money

DebitAmount

readonly Money

Department

readonly int

Description

readonly string

EnteredByUserId

readonly int

EntryDate

readonly DateTime

JournalId

readonly int

Notes

readonly string

PostingDate

readonly DateTime

ProjectId

readonly int

ReferenceNumber

readonly string

Status

readonly TransactionStatus

TaxAmount

readonly Money

LedgerEntry

readonly struct

Ledger entry - posted transaction in the general ledger
Immutable for audit trail compliance

Source: FinancialCoreAtomics.cs

Constants and Fields

AccountCredited

readonly int

AccountDebited

readonly int

CostCenter

readonly int

CreditAmount

readonly Money

DebitAmount

readonly Money

Department

readonly int

Description

readonly string

FiscalPeriodId

readonly int

JournalId

readonly int

LedgerId

readonly int

Notes

readonly string

PostedByUserId

readonly int

PostedDate

readonly DateTime

ProjectId

readonly int

ReconciledDate

readonly DateTime?

ReconciliationId

readonly int

ReferenceNumber

readonly string

RunningBalance

readonly Money

Status

readonly TransactionStatus

TaxAmount

readonly Money

TransactionDate

readonly DateTime

TransactionId

readonly int

LinearCongruentialGenerator

struct

LINEAR CONGRUENTIAL GENERATOR: Deterministic pseudo-random number generator
Purpose: Provides reproducible random sequences for Monte Carlo simulations
Critical for: Audit trails, model validation, regulatory compliance
Algorithm: Xn+1 = (a*Xn + c) mod m with carefully chosen constants
Advantage: Same seed always produces identical random sequence

Source: FinancialCoreAtomics.cs

LiquidityCalculator

static class

Liquidity and market microstructure calculations

Source: FinancialCoreAtomics.cs

Methods

CalculateBidAskSpread

decimal CalculateBidAskSpread ( Money bidPrice, Money askPrice )

LiquidityPoolPosition

readonly struct

Liquidity pool position for AMM (Automated Market Maker)

Source: FinancialCoreAtomics.cs

Constants and Fields

APY

readonly decimal

PoolAddress

readonly string

PoolSharePercentage

readonly decimal

Token0Amount

readonly CryptoAmount

Token1Amount

readonly CryptoAmount

TotalValueLocked

readonly Money

MiningCalculator

static class

Mining profitability calculator

Source: FinancialCoreAtomics.cs

Methods

CalculateDailyRevenue

Money CalculateDailyRevenue ( MiningOperation mining, decimal cryptoPrice )

Calculate daily mining revenue

MiningOperation

readonly struct

Mining profitability calculation

Source: FinancialCoreAtomics.cs

Constants and Fields

BlockReward

readonly decimal

ElectricityCost

readonly decimal

Network

readonly BlockchainNetwork

NetworkDifficulty

readonly decimal

PoolFee

readonly decimal

PowerConsumption

readonly decimal

Money

readonly struct

MONEY: Immutable decimal-based monetary value with currency support
Purpose: Eliminates floating-point precision errors in financial calculations
Features: Currency validation, arithmetic operations, zero/positive/negative checks
Used for: All monetary amounts in pricing, P&L, risk calculations
Audit note: Decimal precision ensures regulatory compliance and accurate accounting

Source: FinancialCoreAtomics.cs

Constants and Fields

Value

readonly decimal

MonteCarloCalculator

static class

MONTE CARLO SIMULATION: Advanced stochastic modeling for complex derivatives
Purpose: Price path-dependent options and calculate risk measures via simulation
Method: Generates thousands of random price paths using geometric Brownian motion
Applications: American options, exotic derivatives, portfolio VaR, stress testing
Advantage: Handles complex payoffs that closed-form solutions cannot price
Used by: Derivatives desks, risk management, regulatory stress testing

Source: FinancialCoreAtomics.cs

MultiCurrencyLedgerEntry

readonly struct

Multi-currency ledger entry with exchange rate tracking

Source: FinancialCoreAtomics.cs

Constants and Fields

BaseEntry

readonly LedgerEntry

ExchangeRate

readonly decimal

ExchangeRateDate

readonly DateTime

ForeignCurrencyAmount

readonly Money

GainLossOnExchange

readonly Money

NetPresentValueCalculator

static class

NET PRESENT VALUE CALCULATOR: Discounted cash flow analysis engine
Purpose: Calculate present value of future cash flows using time value of money
Method: NPV = Σ(CFt / (1 + r)^t) where CFt = cash flow at time t, r = discount rate
Used for: Investment analysis, project valuation, capital budgeting decisions
Regulatory: Required for asset valuation under accounting standards (IFRS, GAAP)

Source: FinancialCoreAtomics.cs

Methods

Calculate

Money Calculate ( CashFlowSeries cashFlows, Rate discountRate, DateTime valuationDate )

MAIN NPV CALCULATION: Core discounted cash flow analysis
Returns the present value of all future cash flows discounted at the specified rate
Critical for: Investment decisions, asset valuation, project feasibility analysis

NFTAsset

readonly struct

NFT (Non-Fungible Token) asset

Source: FinancialCoreAtomics.cs

Constants and Fields

CollectionName

readonly string

ContractAddress

readonly string

FloorPrice

readonly Money

LastSaleDate

readonly DateTime

LastSalePrice

readonly Money

Network

readonly BlockchainNetwork

TokenId

readonly string

NFTValuationCalculator

static class

NFT valuation methods

Source: FinancialCoreAtomics.cs

Methods

EstimateValue

Money EstimateValue ( NFTAsset nft, int collectionSize )

Estimate NFT value based on rarity and floor price
Rarity multiplier: Top 1% = 10×, Top 5% = 5×, Top 10% = 3×, etc.

Operations

static class

Fundamental financial calculations that transcend disciplines.
All methods operate on primitives for zero-allocation performance.
Thread-safe and deterministic for real-time control systems.

Source: FinancialCoreAtomics.cs

Constants and Fields

DAYS_PER_YEAR

const decimal

Number of days in a year (365.25 for leap year averaging)

E

const decimal

Euler's number for continuous compounding

PI

const decimal

Pi to high precision for financial calculations

TRADING_DAYS_PER_YEAR

const decimal

Number of trading days in a year

Methods

FutureValue

decimal FutureValue ( decimal presentValue, decimal interestRate, decimal timePeriod )

Future Value: FV = PV × (1 + r)^t
Calculate future value of a present sum with compound interest
Present value amount
Annual interest rate (decimal)
Time period in years
Future value

PerpetualFutures

readonly struct

Perpetual futures contract (common in crypto)

Source: FinancialCoreAtomics.cs

Constants and Fields

EntryPrice

readonly Money

FundingRate

readonly decimal

IsLong

readonly bool

Leverage

readonly decimal

PositionSize

readonly decimal

Symbol

readonly string

PortfolioOptimizationCalculator

static class

Portfolio optimization calculations using mean-variance optimization

Source: FinancialCoreAtomics.cs

Rate

readonly struct

RATE: Interest rates, yields, and percentage values with basis point precision
Purpose: Handles all rate-based calculations for financial instruments
Storage: Decimal format (0.05 = 5%, 0.0001 = 1 basis point)
Features: Conversion between decimal, percentage, and basis points
Used for: Interest rates, discount rates, yields, volatility, correlations

Source: FinancialCoreAtomics.cs

ReturnSeries

readonly struct

Source: FinancialCoreAtomics.cs

RiskCalculator

static class

RISK MEASUREMENT CALCULATOR: Quantitative risk analysis and performance metrics
Purpose: Calculate statistical risk measures for portfolio management and regulation
Includes: Volatility, VaR, Sharpe ratio, Beta, correlation analysis
Standards: Basel III regulatory framework, GIPS performance standards
Used for: Risk management, regulatory reporting, performance attribution
Critical for: Trading limits, capital allocation, investor reporting

Source: FinancialCoreAtomics.cs

SimulationParameters

readonly struct

Source: FinancialCoreAtomics.cs

Constants and Fields

NumberOfSimulations

readonly int

NumberOfSteps

readonly int

RandomSeed

readonly uint

TimeStep

readonly decimal

StakingPosition

readonly struct

Staking position for proof-of-stake networks

Source: FinancialCoreAtomics.cs

Constants and Fields

APY

readonly decimal

LockupDays

readonly int

Network

readonly BlockchainNetwork

RewardsEarned

readonly CryptoAmount

StakedAmount

readonly CryptoAmount

StakeDate

readonly DateTime

TokenEconomics

readonly struct

Token economic model

Source: FinancialCoreAtomics.cs

Constants and Fields

CirculatingSupply

readonly decimal

FullyDilutedValuation

readonly Money

InflationRate

readonly decimal

MarketCap

readonly Money

MaxSupply

readonly decimal

TokenSymbol

readonly string

TotalSupply

readonly decimal

TokenVesting

readonly struct

Vesting schedule for token unlocks

Source: FinancialCoreAtomics.cs

Constants and Fields

CliffDays

readonly int

InitialUnlock

readonly decimal

StartDate

readonly DateTime

TotalTokens

readonly decimal

VestingDays

readonly int

TrialBalance

readonly struct

Trial Balance - snapshot of all account balances at a point in time
Used to verify ledger is balanced before preparing financial statements

Source: FinancialCoreAtomics.cs

Constants and Fields

AsOfDate

readonly DateTime

Description

readonly string

FiscalPeriodId

readonly int

TrialBalanceEntry

readonly struct

Trial balance entry - account balance at point in time

Source: FinancialCoreAtomics.cs

Constants and Fields

AccountId

readonly int

AccountName

readonly string

AccountNumber

readonly string

AccountType

readonly AccountType

CreditBalance

readonly Money

DebitBalance

readonly Money

YieldCurve

readonly struct

Source: FinancialCoreAtomics.cs

YieldCurveCalculator

static class

Yield curve and term structure calculations

Source: FinancialCoreAtomics.cs

YieldPoint

readonly struct

Source: FinancialCoreAtomics.cs

Constants and Fields

Maturity

readonly decimal

Yield

readonly Rate

GTOS.Financial.CreditRisk

CVACalculationPattern

static class

Source: FinancialCreditRiskNetworks.cs

Methods

ValidateCVAParameters

ValidationResult ValidateCVAParameters ( int[] inputs )

ExpectedLossPattern

static class

Source: FinancialCreditRiskNetworks.cs

Methods

ValidateExpectedLossParameters

ValidationResult ValidateExpectedLossParameters ( int[] inputs )

Operations

static class

Credit Risk Operations - Core credit risk measurement calculations

Source: FinancialCreditRisk.cs

Methods

CalculateDefaultProbabilityFromSpread

decimal CalculateDefaultProbabilityFromSpread ( decimal creditSpreadBps, decimal recoveryRate, decimal years )

Calculate default probability from credit spread
Used for: Risk-neutral default probability
Input: Credit spread (bps), Recovery rate, Time (years)
Returns: Cumulative default probability

GTOS.Financial.CrossDomain

IntegratedRiskReturnPattern

static class

Source: FinancialCrossDomainNetworks.cs

Methods

CreateIntegratedRiskReturnNetwork

ExecutionNetwork CreateIntegratedRiskReturnNetwork ( )

MultiAssetAllocationPattern

static class

Source: FinancialCrossDomainNetworks.cs

Methods

CreateMultiAssetAllocationNetwork

ExecutionNetwork CreateMultiAssetAllocationNetwork ( )

Operations

static class

CrossDomain Operations - Calculations spanning multiple financial domains

Source: FinancialCrossDomain.cs

GTOS.Financial.CryptoCurrency

ArbitrageAnalysisPattern

static class

Arbitrage Analysis Network Pattern
Cross-exchange, spot-futures, and triangular arbitrage detection

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateArbitrageParameters

ValidationResult ValidateArbitrageParameters ( int[] inputs )

CryptoCurrencyCalculations

static class

Atomic calculation methods for cryptocurrency financial operations
All methods are stateless, deterministic, and optimized for performance

Source: FinancialCryptoCurrency.cs

Methods

CalculateSpotPrice

double CalculateSpotPrice ( double[] prices, double[] volumes )

Calculate spot price aggregation across multiple exchanges

DeFiYieldPattern

static class

DeFi Yield Network Pattern
Liquidity pools, yield farming, and impermanent loss analysis

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateDeFiParameters

ValidationResult ValidateDeFiParameters ( int[] inputs )

DerivativesTradingPattern

static class

Derivatives Trading Network Pattern
Futures, perpetuals, funding rates, and basis trading

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateDerivativesParameters

ValidationResult ValidateDerivativesParameters ( int[] inputs )

LendingBorrowingPattern

static class

Lending Borrowing Network Pattern
Collateralized lending, liquidation monitoring, and yield strategies

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateLendingParameters

ValidationResult ValidateLendingParameters ( int[] inputs )

MarketMakingPattern

static class

Market Making Network Pattern
Spread analysis, inventory management, and quote optimization

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateMarketMakingParameters

ValidationResult ValidateMarketMakingParameters ( int[] inputs )

PortfolioValuationPattern

static class

Portfolio Valuation Network Pattern
Multi-exchange portfolio tracking with real-time mark-to-market valuation

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidatePortfolioParameters

ValidationResult ValidatePortfolioParameters ( int[] inputs )

RiskManagementPattern

static class

Risk Management Network Pattern
VaR, volatility, correlation, and exposure analysis for crypto portfolios

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateRiskParameters

ValidationResult ValidateRiskParameters ( int[] inputs )

StakingRewardsPattern

static class

Staking Rewards Network Pattern
Multi-chain staking yield optimization and tracking

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateStakingParameters

ValidationResult ValidateStakingParameters ( int[] inputs )

TaxReportingPattern

static class

Tax Reporting Network Pattern
Cost basis, gain/loss, and wash sales for institutional tax compliance

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateTaxParameters

ValidationResult ValidateTaxParameters ( int[] inputs )

TradingExecutionPattern

static class

Trading Execution Network Pattern
Order execution with slippage, fees, and optimal routing

Source: FinancialCryptoCurrencyNetworks.cs

Methods

ValidateExecutionParameters

ValidationResult ValidateExecutionParameters ( int[] inputs )

GTOS.Financial.Derivatives

DeltaHedgingPattern

static class

Delta hedging strategy network pattern

Source: FinancialDerivativesNetworks.cs

Methods

ValidateDeltaHedgingParameters

ValidationResult ValidateDeltaHedgingParameters ( int[] inputs )

DerivativesParameterSets

static class

Predefined parameter sets for common Derivatives calculations

Source: FinancialDerivativesNetworks.cs

Constants and Fields

BasicOptionPricing

readonly int[]

OptionPricingPattern

static class

Option pricing and Greeks calculation network pattern

Source: FinancialDerivativesNetworks.cs

Methods

ValidateOptionPricingParameters

ValidationResult ValidateOptionPricingParameters ( int[] inputs )

VolatilitySurfacePattern

static class

Implied volatility surface construction network pattern

Source: FinancialDerivativesNetworks.cs

Methods

ValidateVolatilitySurfaceParameters

ValidationResult ValidateVolatilitySurfaceParameters ( int[] inputs )

GTOS.Financial.DerivativesPrimitives

Operations

static class

Derivatives Primitives atomic operations and calculations
Covers options pricing, Greeks, volatility surface, and exotic derivatives

Source: FinancialDerivatives.cs

Constants and Fields

DAYS_PER_YEAR

const decimal

Number of calendar days per year

PI

const decimal

Pi constant for probability calculations

SQRT_2PI

const decimal

Square root of 2π for normal distribution

TRADING_DAYS_PER_YEAR

const decimal

Number of trading days per year

GTOS.Financial.Equities

DividendAnalysisPattern

static class

Dividend Analysis Pattern - Income-focused valuation and yield analysis

Source: FinancialEquitiesNetworks.cs

Methods

ValidateDividendParameters

ValidationResult ValidateDividendParameters ( int[] inputs )

FundamentalAnalysisPattern

static class

Fundamental Analysis Pattern - Company financial health and operational performance

Source: FinancialEquitiesNetworks.cs

Methods

ValidateFundamentalParameters

ValidationResult ValidateFundamentalParameters ( int[] inputs )

Operations

static class

Equities Operations - Core equity valuation and analysis calculations

Source: FinancialEquities.cs

Methods

CalculateGordonGrowthModel

decimal CalculateGordonGrowthModel ( decimal dividend, decimal requiredReturn, decimal growthRate )

StockValuationPattern

static class

Stock Valuation Pattern - Comprehensive equity valuation using multiple methodologies

Source: FinancialEquitiesNetworks.cs

Methods

ValidateStockValuationParameters

ValidationResult ValidateStockValuationParameters ( int[] inputs )

ValuationMultiplesPattern

static class

Valuation Multiples Pattern - Multi-factor relative valuation analysis

Source: FinancialEquitiesNetworks.cs

Methods

ValidateMultiplesParameters

ValidationResult ValidateMultiplesParameters ( int[] inputs )

GTOS.Financial.Execution

AssetAllocationInputs

struct

Asset allocation inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

AllocationStrategy

string

AssetReturns

decimal[]

AssetVolatilities

decimal[]

Constraints

decimal[]

CorrelationMatrix

decimal[,]

CurrentWeights

decimal[]

RiskTolerance

decimal

BondPricingInputs

struct

Bond pricing inputs - comprehensive bond valuation parameters

Source: FinancialExecutionEngine.cs

Constants and Fields

CallSchedule

decimal[]

CouponRate

decimal

CurrentPrice

decimal

FaceValue

decimal

IsCallable

bool

IsPutable

bool

PaymentsPerYear

int

PutSchedule

decimal[]

YearsToMaturity

int

YieldToMaturity

decimal

CreditRiskInputs

struct

Credit risk inputs - CVA and default probability

Source: FinancialExecutionEngine.cs

Constants and Fields

CreditSpread

decimal

ExpectedExposure

decimal

ExposureAtDefault

decimal

Exposures

decimal[]

RecoveryRate

decimal

Years

decimal

CrossDomainInputs

struct

Cross-domain integrated analysis inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

AssetClassValues

decimal[]

CreditRisk

decimal

CurrentWeights

decimal[]

MarketRisk

decimal

OperationalRisk

decimal

PortfolioReturn

decimal

PortfolioRisk

decimal

RiskFreeRate

decimal

TargetWeights

decimal[]

CryptoCurrencyInputs

struct

Cryptocurrency portfolio and trading inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

AssetQuantities

decimal[]

BorrowedAmount

decimal

CollateralAmount

decimal

ConfidenceLevel

decimal

CostBasis

decimal[]

FuturesPrice

decimal

LeverageRatio

decimal

LiquidityPoolTokens

decimal

OrderPrice

decimal

OrderSize

decimal

PoolShare

decimal

PortfolioValue

decimal

SpotPrices

decimal[]

StakedAmount

decimal

StakingYield

decimal

DurationConvexityInputs

struct

Duration and convexity inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

BondPrice

decimal

CouponRate

decimal

PaymentsPerYear

int

YearsToMaturity

int

YieldChange

decimal

YieldToMaturity

decimal

EquityValuationInputs

struct

Equity valuation inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

BookValuePerShare

decimal

Dividend

decimal

EarningsPerShare

decimal

GrowthRate

decimal

NetIncome

decimal

RequiredReturn

decimal

SharesOutstanding

decimal

StockPrice

decimal

TotalEquity

decimal

FinancialExecutionEngine

static class

The execution engine that brings financial calculation networks to life
Static class implementation for MIL SPEC compliance
Delegates all execution to GTOS.ExecutionEngine.Core

Source: FinancialExecutionEngine.cs

GreeksInputs

struct

Greeks calculation inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

DividendYield

decimal

IsCall

bool

OptionPrice

decimal

RiskFreeRate

decimal

SpotPrice

decimal

StrikePrice

decimal

TimeToExpiry

decimal

Volatility

decimal

MarketRiskInputs

struct

Market risk inputs - Greeks and factor sensitivity

Source: FinancialExecutionEngine.cs

Constants and Fields

Deltas

decimal[]

FactorShocks

decimal[]

Gammas

decimal[]

PositionValues

decimal[]

Quantities

decimal[]

Sensitivities

decimal[]

Vegas

decimal[]

OptionPricingInputs

struct

Options pricing inputs - Black-Scholes and derivatives

Source: FinancialExecutionEngine.cs

Constants and Fields

DividendYield

decimal

ExerciseStyle

string

IsCall

bool

MonteCarloSimulations

int

RiskFreeRate

decimal

SpotPrice

decimal

StrikePrice

decimal

TimeToExpiry

decimal

TreeSteps

int

Volatility

decimal

PerformanceAttributionInputs

struct

Performance attribution inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

AttributionMethod

string

BenchmarkReturns

decimal[]

BenchmarkWeights

decimal[]

PortfolioReturns

decimal[]

PortfolioWeights

decimal[]

SectorAllocations

decimal[]

SecuritySelections

decimal[]

PortfolioOptimizationInputs

struct

Portfolio optimization inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

CovarianceMatrix

decimal[,]

CurrentWeights

decimal[]

ExpectedReturns

decimal[]

MaxWeights

decimal[]

MinWeights

decimal[]

OptimizationObjective

string

RiskFreeRate

decimal

TargetReturn

decimal

TargetVolatility

decimal

RiskManagementInputs

struct

VaR and risk management inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

ConfidenceLevel

decimal

PortfolioReturn

decimal

PortfolioValues

decimal[]

Returns

decimal[]

RiskFreeRate

decimal

StandardDeviation

decimal

TradingExecutionInputs

struct

Trading execution inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

BenchmarkPrice

decimal

ExecutionPrice

decimal

FilledQuantity

decimal

Notional

decimal

OrderedQuantity

decimal

Prices

decimal[]

Volumes

decimal[]

TreasuryInputs

struct

Treasury management inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

AvailableStableFunding

decimal

CashBalances

decimal[]

CashInflows

decimal[]

CashOutflows

decimal[]

CurrentAssets

decimal

CurrentCash

decimal

CurrentLiabilities

decimal

DebtAmounts

decimal[]

DebtCosts

decimal[]

HighQualityLiquidAssets

decimal

VolatilitySurfaceInputs

struct

Volatility surface inputs

Source: FinancialExecutionEngine.cs

Constants and Fields

ImpliedVolatilities

decimal[,]

InterpolationMethod

string

Maturities

decimal[]

RiskFreeRate

decimal

SpotPrice

decimal

Strikes

decimal[]

YieldCurveInputs

struct

Yield curve inputs - term structure parameters

Source: FinancialExecutionEngine.cs

Constants and Fields

CouponRates

decimal[]

CurveType

string

InterpolationMethod

string

Maturities

decimal[]

Prices

decimal[]

YieldRates

decimal[]

GTOS.Financial.FixedIncome

BondPricingPattern

static class

Bond pricing and valuation network pattern

Source: FinancialFixedIncomeNetworks.cs

Methods

ValidateBondPricingParameters

ValidationResult ValidateBondPricingParameters ( int[] inputs )

CallableBondPattern

static class

Callable bond valuation network pattern

Source: FinancialFixedIncomeNetworks.cs

Methods

ValidateCallableBondParameters

ValidationResult ValidateCallableBondParameters ( int[] inputs )

FixedIncomeParameterSets

static class

Predefined parameter sets for common Fixed Income calculations

Source: FinancialFixedIncomeNetworks.cs

Constants and Fields

BondPricing

readonly int[]

ImmunizationPattern

static class

Portfolio immunization network pattern

Source: FinancialFixedIncomeNetworks.cs

Methods

ValidateImmunizationParameters

ValidationResult ValidateImmunizationParameters ( int[] inputs )

PortfolioStrategyPattern

static class

Portfolio strategy network pattern

Source: FinancialFixedIncomeNetworks.cs

Methods

ValidatePortfolioStrategyParameters

ValidationResult ValidatePortfolioStrategyParameters ( int[] inputs )

RiskAnalysisPattern

static class

Risk analysis network pattern

Source: FinancialFixedIncomeNetworks.cs

Methods

ValidateRiskAnalysisParameters

ValidationResult ValidateRiskAnalysisParameters ( int[] inputs )

TermStructureModelsPattern

static class

Term structure models network pattern

Source: FinancialFixedIncomeNetworks.cs

Methods

ValidateTermStructureParameters

ValidationResult ValidateTermStructureParameters ( int[] inputs )

YieldCurvePattern

static class

Yield curve construction network pattern

Source: FinancialFixedIncomeNetworks.cs

Methods

ValidateYieldCurveParameters

ValidationResult ValidateYieldCurveParameters ( int[] inputs )

GTOS.Financial.FixedIncomePrimitives

Operations

static class

Fixed Income Primitives atomic operations and calculations
Covers bond pricing, yield curves, duration/convexity, and term structure models

Source: FinancialFixedIncome.cs

Constants and Fields

BASIS_POINTS_PER_PERCENT

const decimal

Basis points per percentage point

DAYS_PER_YEAR

const decimal

Number of days in a year for bond calculations

DAYS_PER_YEAR_30_360

const decimal

30/360 day count convention

DAYS_PER_YEAR_360

const decimal

Actual/360 day count convention

DAYS_PER_YEAR_365

const decimal

Actual/365 day count convention

GTOS.Financial.MarketRisk

FactorModelPattern

static class

Factor model pattern - Multi-factor risk attribution and decomposition

Source: FinancialMarketRiskNetworks.cs

Methods

ValidateFactorModelParameters

ValidationResult ValidateFactorModelParameters ( int[] inputs )

GreeksAggregationPattern

static class

Greeks aggregation pattern - Portfolio-level Greeks calculation

Source: FinancialMarketRiskNetworks.cs

Methods

ValidateGreeksParameters

ValidationResult ValidateGreeksParameters ( int[] inputs )

HedgeStrategyPattern

static class

Hedge strategy pattern - Portfolio hedging and effectiveness measurement

Source: FinancialMarketRiskNetworks.cs

Methods

ValidateHedgeStrategyParameters

ValidationResult ValidateHedgeStrategyParameters ( int[] inputs )

InterestRateSensitivityPattern

static class

Interest rate sensitivity pattern - DV01, PV01, CS01 analysis

Source: FinancialMarketRiskNetworks.cs

Methods

ValidateInterestRateSensitivityParameters

ValidationResult ValidateInterestRateSensitivityParameters ( int[] inputs )

Operations

static class

Market Risk Operations - Core market factor sensitivity calculations
Static class with aggressive inlining for maximum performance

Source: FinancialMarketRisk.cs

Methods

CalculatePortfolioDelta

decimal CalculatePortfolioDelta ( decimal[] deltas, decimal[] quantities )

Calculate portfolio delta
Used for: Aggregate equity/price sensitivity
Input: Individual position deltas, Position quantities
Returns: Total portfolio delta

ScenarioAnalysisPattern

static class

Scenario analysis pattern - Market scenario and exposure analysis

Source: FinancialMarketRiskNetworks.cs

Methods

ValidateScenarioParameters

ValidationResult ValidateScenarioParameters ( int[] inputs )

StressTestingPattern

static class

Stress testing pattern - Regulatory stress testing and worst-case analysis

Source: FinancialMarketRiskNetworks.cs

Methods

ValidateStressTestingParameters

ValidationResult ValidateStressTestingParameters ( int[] inputs )

GTOS.Financial.Portfolio

AssetAllocationPattern

static class

Strategic, tactical, and dynamic asset allocation network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateAssetAllocationParameters

ValidationResult ValidateAssetAllocationParameters ( int[] inputs )

AttributionPattern

static class

Performance attribution network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateAttributionParameters

ValidationResult ValidateAttributionParameters ( int[] inputs )

BlackLittermanPattern

static class

Black-Litterman portfolio optimization network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateBlackLittermanParameters

ValidationResult ValidateBlackLittermanParameters ( int[] inputs )

DrawdownAnalysisPattern

static class

Portfolio drawdown and stress testing network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateDrawdownParameters

ValidationResult ValidateDrawdownParameters ( int[] inputs )

LifecycleAllocationPattern

static class

Lifecycle and target-date asset allocation network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateLifecycleParameters

ValidationResult ValidateLifecycleParameters ( int[] inputs )

OptimizationPattern

static class

Mean-variance portfolio optimization network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateOptimizationParameters

ValidationResult ValidateOptimizationParameters ( int[] inputs )

PortfolioParameterSets

static class

Predefined parameter sets for common Portfolio calculations

Source: FinancialPortfolioNetworks.cs

Constants and Fields

BasicOptimization

readonly int[]

RebalancingPattern

static class

Portfolio rebalancing network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateRebalancingParameters

ValidationResult ValidateRebalancingParameters ( int[] inputs )

RiskAnalysisPattern

static class

Portfolio risk analysis and decomposition network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateRiskAnalysisParameters

ValidationResult ValidateRiskAnalysisParameters ( int[] inputs )

RiskParityPattern

static class

Risk parity portfolio optimization network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateRiskParityParameters

ValidationResult ValidateRiskParityParameters ( int[] inputs )

StyleAnalysisPattern

static class

Style and factor attribution analysis network pattern

Source: FinancialPortfolioNetworks.cs

Methods

ValidateStyleAnalysisParameters

ValidationResult ValidateStyleAnalysisParameters ( int[] inputs )

GTOS.Financial.PortfolioPrimitives

Operations

static class

Portfolio Primitives atomic operations and calculations
Covers portfolio optimization, attribution, rebalancing, and performance metrics

Source: FinancialPortfolio.cs

Constants and Fields

BASIS_POINTS_PER_PERCENT

const decimal

Basis points per percent

MONTHS_PER_YEAR

const decimal

Number of months per year

TRADING_DAYS_PER_YEAR

const decimal

Number of trading days per year

WEEKS_PER_YEAR

const decimal

Number of weeks per year

Methods

PortfolioReturn

decimal PortfolioReturn ( decimal[] weights, decimal[] returns, int assetCount )

Portfolio Return: R_p = Σ(w_i × R_i)
Weighted average return of portfolio
Array of asset weights
Array of asset returns
Number of assets
Portfolio return

GTOS.Financial.RiskManagement

DiversificationPattern

static class

Portfolio Diversification Network Pattern - Correlation, diversification, and concentration analysis

Source: FinancialRiskManagementNetworks.cs

Methods

ValidateDiversificationParameters

ValidationResult ValidateDiversificationParameters ( int[] inputs )

Operations

static class

Risk Management Operations - Core risk measurement and analysis calculations
Static class with aggressive inlining for maximum performance
All methods use decimal for financial precision

Source: FinancialRiskManagement.cs

Methods

CalculateHistoricalVaR

decimal CalculateHistoricalVaR ( decimal[] returns, decimal confidenceLevel )

Calculate historical VaR
Used for: Risk measurement using historical returns
Input: Returns array, Confidence level (e.g., 0.95 for 95%)
Returns: VaR at specified confidence level

RiskAdjustedPerformancePattern

static class

Risk-Adjusted Performance Network Pattern

Source: FinancialRiskManagementNetworks.cs

Methods

ValidateRiskAdjustedParameters

ValidationResult ValidateRiskAdjustedParameters ( int[] inputs )

RiskLimitPattern

static class

Risk Limit Monitoring Network Pattern - Risk limit tracking, utilization, and compliance

Source: FinancialRiskManagementNetworks.cs

Methods

ValidateRiskLimitParameters

ValidationResult ValidateRiskLimitParameters ( int[] inputs )

StressTestingPattern

static class

Stress Testing Network Pattern

Source: FinancialRiskManagementNetworks.cs

Methods

ValidateStressTestingParameters

ValidationResult ValidateStressTestingParameters ( int[] inputs )

VaRCalculationPattern

static class

VaR Calculation Network Pattern

Source: FinancialRiskManagementNetworks.cs

Methods

ValidateVaRParameters

ValidationResult ValidateVaRParameters ( int[] inputs )

VaRDecompositionPattern

static class

VaR Decomposition Network Pattern - Incremental, Marginal, and Component VaR analysis

Source: FinancialRiskManagementNetworks.cs

Methods

ValidateVaRDecompositionParameters

ValidationResult ValidateVaRDecompositionParameters ( int[] inputs )

VolatilityAnalysisPattern

static class

Volatility Analysis Network Pattern - Annualized volatility and drawdown monitoring

Source: FinancialRiskManagementNetworks.cs

Methods

ValidateVolatilityAnalysisParameters

ValidationResult ValidateVolatilityAnalysisParameters ( int[] inputs )

GTOS.Financial.Trading

ExecutionAnalysisPattern

static class

Source: FinancialTradingNetworks.cs

Methods

ValidateExecutionParameters

ValidationResult ValidateExecutionParameters ( int[] inputs )

ImplementationShortfallPattern

static class

Implementation Shortfall Network Pattern - Pre-trade vs. execution analysis

Source: FinancialTradingNetworks.cs

Methods

ValidateShortfallParameters

ValidationResult ValidateShortfallParameters ( int[] inputs )

Operations

static class

Trading Operations - Core trade execution and analysis calculations

Source: FinancialTrading.cs

Methods

CalculateVWAP

decimal CalculateVWAP ( decimal[] prices, decimal[] volumes )

OrderFillAnalysisPattern

static class

Order Fill Analysis Network Pattern - Fill quality and execution metrics

Source: FinancialTradingNetworks.cs

Methods

ValidateFillParameters

ValidationResult ValidateFillParameters ( int[] inputs )

TradingPerformancePattern

static class

Trading Performance Evaluation Network Pattern - Win rate and performance metrics

Source: FinancialTradingNetworks.cs

Methods

ValidatePerformanceParameters

ValidationResult ValidatePerformanceParameters ( int[] inputs )

TransactionCostAnalysisPattern

static class

Transaction Cost Analysis Network Pattern - Comprehensive TCA breakdown

Source: FinancialTradingNetworks.cs

Methods

ValidateTCAParameters

ValidationResult ValidateTCAParameters ( int[] inputs )

TWAPAnalysisPattern

static class

TWAP Analysis Network Pattern - Time-weighted average price benchmarking

Source: FinancialTradingNetworks.cs

Methods

ValidateTWAPParameters

ValidationResult ValidateTWAPParameters ( int[] inputs )

GTOS.Financial.Treasury

CashFlowForecastingPattern

static class

Cash Flow Forecasting Network Pattern
Forward-looking cash planning and runway analysis

Source: FinancialTreasuryNetworks.cs

Methods

ValidateForecastingParameters

ValidationResult ValidateForecastingParameters ( int[] inputs )

DailyCashManagementPattern

static class

Daily Cash Management Network Pattern
Workflow for daily cash position monitoring and management

Source: FinancialTreasuryNetworks.cs

Methods

ValidateDailyCashParameters

ValidationResult ValidateDailyCashParameters ( int[] inputs )

FundingOptimizationPattern

static class

Funding Optimization Network Pattern
Workflow for optimizing funding mix and cost

Source: FinancialTreasuryNetworks.cs

Methods

ValidateFundingParameters

ValidationResult ValidateFundingParameters ( int[] inputs )

FXExposureManagementPattern

static class

FX Exposure Management Network Pattern
Workflow for foreign exchange exposure analysis and hedging

Source: FinancialTreasuryNetworks.cs

Methods

ValidateFXParameters

ValidationResult ValidateFXParameters ( int[] inputs )

LiquidityManagementPattern

static class

Liquidity Management Network Pattern
Comprehensive liquidity analysis and monitoring

Source: FinancialTreasuryNetworks.cs

Methods

ValidateLiquidityParameters

ValidationResult ValidateLiquidityParameters ( int[] inputs )

Operations

static class

Treasury Primitives - Core cash and liquidity management calculations
Static class with aggressive inlining for maximum performance
All methods use decimal for financial precision

Source: FinancialTreasury.cs

Methods

CalculateTotalCash

decimal CalculateTotalCash ( decimal[] cashBalances )

Calculate total available cash
Used for: Daily cash position management
Input: Array of cash balances across accounts
Returns: Total available cash

RegulatoryCompliancePattern

static class

Regulatory Compliance Network Pattern
Basel III LCR/NSFR monitoring and compliance reporting

Source: FinancialTreasuryNetworks.cs

Methods

ValidateComplianceParameters

ValidationResult ValidateComplianceParameters ( int[] inputs )

ShortTermInvestmentPattern

static class

Short-Term Investment Network Pattern
Workflow for evaluating and managing short-term cash investments

Source: FinancialTreasuryNetworks.cs

Methods

ValidateInvestmentParameters

ValidationResult ValidateInvestmentParameters ( int[] inputs )

WorkingCapitalAnalysisPattern

static class

Working Capital Analysis Network Pattern
Comprehensive working capital efficiency and performance analysis

Source: FinancialTreasuryNetworks.cs

Methods

ValidateWorkingCapitalParameters

ValidationResult ValidateWorkingCapitalParameters ( int[] inputs )

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Generated from GTOS Savants source -- 2026-03-22