Uses of Class
org.drip.capital.bcbs.HighQualityLiquidAsset
| Package | Description |
|---|---|
| org.drip.capital.bcbs |
BCBS and Jurisdictional Capital Ratios
|
-
Uses of HighQualityLiquidAsset in org.drip.capital.bcbs
Methods in org.drip.capital.bcbs that return HighQualityLiquidAsset Modifier and Type Method Description HighQualityLiquidAssetHighQualityLiquidAsset. applyRiskWeightAndHaircut(HighQualityLiquidAssetSettings hqlaSettings)Apply the appropriate Risk Weight and Hair cut to each of the Level x AssetsHighQualityLiquidAssetBalanceSheetLiquidity. highQualityLiquidAsset()Retrieve the High Quality Liquid Asset InstanceMethods in org.drip.capital.bcbs with parameters of type HighQualityLiquidAsset Modifier and Type Method Description static BalanceSheetLiquidityBalanceSheetLiquidity. Basel_III(HighQualityLiquidAsset highQualityLiquidAsset, double netCashOutflowAmount, boolean usePeakCumulative)Construct the Basel III Standard Version of Balance Sheet Liquiditystatic BalanceSheetLiquidityBalanceSheetLiquidity. LargeBHC(HighQualityLiquidAsset highQualityLiquidAsset, double netCashOutflowAmount)Construct the Basel III Standard Version of Balance Sheet Liquidity for Large BHC'sstatic BalanceSheetLiquidityBalanceSheetLiquidity. RegionalBHC(HighQualityLiquidAsset highQualityLiquidAsset, double netCashOutflowAmount)Construct the Basel III Standard Version of Balance Sheet Liquidity for Regional BHC'sConstructors in org.drip.capital.bcbs with parameters of type HighQualityLiquidAsset Constructor Description BalanceSheetLiquidity(HighQualityLiquidAsset highQualityLiquidAsset, double netCashOutflowAmount, java.lang.String netCashOutflowPeriod, boolean usePeakCumulative)BalanceSheetLiquidity Constructor