{
  "tool_id": "art-368-compute-fx-netting-positions",
  "tool_version": "1.0.0",
  "display_name": "Multilateral FX Netting Calculator",
  "mcp_name": "compute_fx_netting_positions",
  "mandate_type": "analytics_mandate",
  "wave": 63,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-368-compute-fx-netting-positions.html",
  "description": "Multilateral FX netting across up to 8 currencies: nets each currency's payable/receivable exposures in FCY, converts to USD at a caller-supplied spot-plus-forward-points effective rate, and returns gross volume, net volume, netting efficiency, estimated settlement savings, and per-currency residual position with an approximate 95%-confidence VaR. Ports the calculation from tools/105-fx-netting-simulator.html into a provable kernel. Spot rates, forward points, and 30-day volatility are caller-supplied reference data, never vendored.",
  "input_schema_ref": "chaingraph/art-368-compute-fx-netting-positions.html#manifest",
  "consumes": [],
  "feeds": [],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [{"system":"sha256-source","image_id":"sha256:f7c40844e14788edbc93617ffab9ff10e02f9ced7a427a11d232041defcb2f78","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-06-28"}],
  "export_capability": [
    "json"
  ],
  "compute_proof_ready": "ready",
  "compute_proof": {"type":"ZkVmReceipt","system":"risc0","receiptFormat":"groth16-bn254","imageId":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","seal":"HN5NSyJDWcSHESufJ4YVtikSwvuFAQOb4D9TIqn/ASQGawgCKPRqrjMKIqqrNFOm7HNP0LTJbgjGx0OJyxBQUi/KX3By4LlJ2UxTfMb8YUh95Us6O1Gv0tw+ngC/pQS0MByYL/Tuu70U7aeD0tzfvboNmo5NxcfUz5mZCwugjZkEl5UsEvTyEKo3uX85skI/kPS6tYqFKHQNviwML/i0ERIoNhw5v19T0IWYw3SMe8T1QLGWQxxohPXi56QobH6TJzsj2jtj8VibtQZPsu6YqDQ9bFRFSwVDwx7off+ha08brwdgSCzX7IQ9MiYaTMgbk7deu1yiXGPnC4xYROte3A==","journal":{"chaingraph_version":"0.4.0","kernel_digest":"sha256:f7c40844e14788edbc93617ffab9ff10e02f9ced7a427a11d232041defcb2f78","output":{"currency_count":3,"estimated_settlement_savings_usd":90,"gross_volume_usd":3970500,"net_volume_usd":604900,"netting_efficiency_pct":84.77,"positions":[{"ccy":"EUR","net_fcy":-230000,"net_usd":-249550,"var_approx_usd":13176.24},{"ccy":"GBP","net_fcy":160000,"net_usd":202400,"var_approx_usd":12690.48},{"ccy":"JPY","net_fcy":-23000000,"net_usd":-152950,"var_approx_usd":10347.07}],"regulatory_basis":"Settlement cost estimate uses SWIFT-wire mid-range per-transaction cost; VaR uses a 95% one-tailed normal approximation (z=1.65) against caller-supplied 30-day volatility. Spot rates, forward points, and volatility inputs are caller-supplied reference data, never vendored."}}}
}