CreditExposure

rustkernel_risk::types

Struct CreditExposure 

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pub struct CreditExposure {
    pub obligor_id: u64,
    pub ead: f64,
    pub pd: f64,
    pub lgd: f64,
    pub maturity: f64,
    pub rating: u8,
}
Expand description

Credit exposure for a single obligor.

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§obligor_id: u64

Obligor ID.

§ead: f64

Exposure at Default (EAD).

§pd: f64

Probability of Default (PD).

§lgd: f64

Loss Given Default (LGD).

§maturity: f64

Maturity in years.

§rating: u8

Credit rating (1=best, higher=worse).

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impl CreditExposure

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pub fn new( obligor_id: u64, ead: f64, pd: f64, lgd: f64, maturity: f64, rating: u8, ) -> Self

Create a new credit exposure.

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pub fn expected_loss(&self) -> f64

Calculate expected loss.

Trait Implementations§

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impl Clone for CreditExposure

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fn clone(&self) -> CreditExposure

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for CreditExposure

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for CreditExposure

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for CreditExposure

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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type ArchivedMetadata = ()

The archived version of the pointer metadata for this type.
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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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