Fixed-Income & Options Engine — Knowledge Bundle
Bundle OKF 0.2 · 7 conceitos · tkrrodgers/myTestsAndSampleCode
# Fixed-Income & Options Engine — Knowledge Bundle Context for the derivatives and OTC fixed-income order-execution service. This bundle documents the shared platform architecture (Kafka / Postgres / async pipeline) and the instrument-specific business logic (multi-leg options validation, Reg T margin, yield-to-maturity pricing, and instrument-dependent clearing). # Architecture * [Messaging & Kafka topics](architecture/messaging.md) - consumer group, `orders.<stage>.v1` topics, at-least-once commit. * [Postgres persistence](architecture/persistence.md) - connection pool sizing and order-state upsert. * [Async processing pipeline](architecture/pipeline.md) - the validate → risk → execute → settle stage sequence and per-stage latency metrics. # Domain * [Options strategy validation](domain/options-strategies.md) - vertical spreads, straddles, strangles, and bond well-formedness. * [Reg T margin](domain/regt-margin.md) - initial margin for long/short options, spreads, and bonds. * [