{
  "tool_id": "art-368-compute-fx-netting-positions",
  "kernel_id": "art-368-compute-fx-netting-positions",
  "display_name": "Multilateral FX Netting Calculator",
  "tool_version": "1.0.0",
  "mandate_type": "analytics_mandate",
  "purpose": "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.",
  "control_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.",
  "declared_inputs": [],
  "declared_outputs": [],
  "kernel_digest": "sha256:f7c40844e14788edbc93617ffab9ff10e02f9ced7a427a11d232041defcb2f78",
  "trust_label": "independently verified -- zkVM execution proof (risc0/groth16-bn254)",
  "data_vintage": "2026-07-10",
  "last_validated": "2026-07-10",
  "conformance_fixtures_vendored": true,
  "compute_proof_ready": "ready",
  "wave": 63,
  "source_url": "https://ainumbers.co/chaingraph/art-368-compute-fx-netting-positions.html",
  "generated_at": "2026-07-25T20:02:55.601Z"
}