[−][src]Function loan_ec::get_log_lpm_cf

pub fn get_log_lpm_cf<T, U>(
    lgd_cf: T, 
    liquidity_cf: U
) -> impl Fn(&Complex<f64>, &Loan) -> Complex<f64> where
    T: Fn(&Complex<f64>, f64, f64) -> Complex<f64>,
    U: Fn(&Complex<f64>) -> Complex<f64>, 

Returns a function which is the characteristic exponent for a given loan. The result of this function is used as the third argument in process_loan.

Arguments

  • lgd_cf - The characteristic function for a given loan's loss given default.
  • liquidity_cf - The liquidity function typically instantiated from get_liquidity_risk_fn.