Uses of Class
org.drip.capital.bcbs.HighQualityLiquidAssetSettings

Packages that use HighQualityLiquidAssetSettings

Package	Description
org.drip.capital.bcbs	BCBS and Jurisdictional Capital Ratios

Uses of HighQualityLiquidAssetSettings in org.drip.capital.bcbs

Methods in org.drip.capital.bcbs that return HighQualityLiquidAssetSettings

Modifier and Type	Method	Description
static HighQualityLiquidAssetSettings	HighQualityLiquidAssetSettings.FederalReserveStandard()	Retrieve the Federal Reserve Version of the HQLA Settings Standard

Methods in org.drip.capital.bcbs with parameters of type HighQualityLiquidAssetSettings

Modifier and Type	Method	Description
HighQualityLiquidAsset	HighQualityLiquidAsset.applyRiskWeightAndHaircut(HighQualityLiquidAssetSettings hqlaSettings)	Apply the appropriate Risk Weight and Hair cut to each of the Level x Assets
double	BalanceSheet.liquidityCoverageRatio(HighQualityLiquidAssetSettings hqlaSettings)	Retrieve the Liquidity Coverage Ratio
double	BalanceSheetLiquidity.liquidityCoverageRatio(HighQualityLiquidAssetSettings hqlaSettings)	Compute the Liquidity Coverage Ratio
LiquidityMetrics	BalanceSheet.liquidityMetrics(HighQualityLiquidAssetSettings hqlaSettings)	Generate the Balance Sheet Liquidity Metrics
double	HighQualityLiquidAsset.totalRiskWeightAndHaircut(HighQualityLiquidAssetSettings hqlaSettings)	Compute the Risk Weight and Hair cut HQLA Total