# DeltaCalc v0.3.0 - API Reference

## Modules

- [DeltaCalc](DeltaCalc.md): Pure-`Decimal` calculation engine for leveraged crypto trading.
- [DeltaCalc.AccountMetrics](DeltaCalc.AccountMetrics.md): Per-account liquidation, leverage, and margin-usage metrics.
- [DeltaCalc.Allocation](DeltaCalc.Allocation.md): Subaccount allocation-envelope calculations.
- [DeltaCalc.Carry](DeltaCalc.Carry.md): Basis and funding carry math for spot/perp hedge profitability decisions.
- [DeltaCalc.Concentration](DeltaCalc.Concentration.md): Concentration-risk primitives for portfolio asset weights.
- [DeltaCalc.DCAPlanner](DeltaCalc.DCAPlanner.md): DCA ladder planning and strategy management.
- [DeltaCalc.Decimal](DeltaCalc.Decimal.md): Exact input coercion for DeltaCalc's Decimal calculations.
- [DeltaCalc.DeltaNeutral](DeltaCalc.DeltaNeutral.md): Base-numeraire exposure, settlement coverage, and delta-neutral rebalance math.
- [DeltaCalc.Fees](DeltaCalc.Fees.md): Pure fee and slippage math for effective fill prices, roundtrip costs, and
funding-adjusted breakeven levels.
- [DeltaCalc.Funding](DeltaCalc.Funding.md): Pure funding-rate math: APR annualisation, cross-venue comparison, arbitrage
detection, and trend analysis.
- [DeltaCalc.FundingProjection](DeltaCalc.FundingProjection.md): Pure funding-income projections for margin payback timelines.
- [DeltaCalc.Hedging](DeltaCalc.Hedging.md): Pure spot-hedging formulas for portfolio balance and coverage calculations.
- [DeltaCalc.Leverage](DeltaCalc.Leverage.md): Effective-leverage and position aggregation calculations.
- [DeltaCalc.Liquidation](DeltaCalc.Liquidation.md): Simplified analytical liquidation-price calculations for long and short positions.
- [DeltaCalc.Manifest](DeltaCalc.Manifest.md): Aggregates the Descripex-annotated API surface for agent discovery and MCP tooling.
- [DeltaCalc.MarginBridge](DeltaCalc.MarginBridge.md): Pure margin-bridge formulas for perp-funded option financing.
- [DeltaCalc.OptionLadder](DeltaCalc.OptionLadder.md): Pure rolling option ladder calculations for perp-funded option strategies.
- [DeltaCalc.OptionsRisk](DeltaCalc.OptionsRisk.md): Long-option risk framing and margin-bridge funding stress for option buyers.
- [DeltaCalc.Pnl](DeltaCalc.Pnl.md): Position PnL, return-on-equity, and fee/funding-adjusted breakeven math.
- [DeltaCalc.PortfolioMargin](DeltaCalc.PortfolioMargin.md): Portfolio-margin calculations over a caller-supplied position list.
- [DeltaCalc.PositionCalculator](DeltaCalc.PositionCalculator.md): Core position sizing calculations for risk management and leverage planning.
- [DeltaCalc.Presets](DeltaCalc.Presets.md): Preset configurations for risk modes, black swan thresholds, and DCA ladder strategies.
- [DeltaCalc.Quantization](DeltaCalc.Quantization.md): Legacy output-boundary quantization retained for retired-dashboard compatibility.
- [DeltaCalc.Safety](DeltaCalc.Safety.md): Position safety scoring and before/after DCA safety comparisons.
- [DeltaCalc.StressScenario](DeltaCalc.StressScenario.md): Price-shock scenario engine for a portfolio-margin position book.