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