| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
AssetClass.AssetCashflow
Synopsis
- applyHaircut :: Maybe ExtraStress -> CashFlowFrame -> CashFlowFrame
- patchPrepayPenaltyFlow :: (Int, Maybe PrepayPenaltyType) -> CashFlowFrame -> CashFlowFrame
- getRecoveryLag :: RecoveryAssumption -> Int
- decreaseBorrowerNum :: Balance -> Balance -> Maybe BorrowerNum -> Maybe Int
- patchLossRecovery :: [TsRow] -> Maybe RecoveryAssumption -> [TsRow]
- getRecoveryLagFromAssumption :: AssetPerfAssumption -> Maybe Int
Documentation
applyHaircut :: Maybe ExtraStress -> CashFlowFrame -> CashFlowFrame Source #
apply a penalty cashflow
decreaseBorrowerNum :: Balance -> Balance -> Maybe BorrowerNum -> Maybe Int Source #
patchLossRecovery :: [TsRow] -> Maybe RecoveryAssumption -> [TsRow] Source #
given a list of future cashflows and patch recovery & loss