Expand description
Liquidity optimization kernel.
This module provides liquidity optimization for treasury:
- LCR (Liquidity Coverage Ratio) calculation
- NSFR (Net Stable Funding Ratio) calculation
- Liquidity optimization recommendations
Structs§
- Funding
Source - Funding source for NSFR.
- LCRConfig
- LCR configuration.
- Liquidity
Inflow - Liquidity inflow.
- Liquidity
Optimization - Liquidity optimization kernel.
- NSFR
Config - NSFR configuration.
- Optimization
Config - Optimization configuration.
- Stress
Scenario - Stress scenario.
- Stress
Test Result - Stress test result.
Enums§
- Funding
Type - Funding type.