NSFRConfig

rustkernel_treasury::liquidity

Struct NSFRConfig

pub struct NSFRConfig {
    pub min_nsfr: f64,
    pub asf_stable_retail: f64,
    pub asf_less_stable_retail: f64,
    pub asf_wholesale: f64,
    pub asf_6m_1y: f64,
    pub asf_under_6m: f64,
    pub asf_other: f64,
    pub rsf_level1: f64,
    pub rsf_level2a: f64,
    pub rsf_level2b: f64,
    pub rsf_other_liquid: f64,
    pub rsf_illiquid: f64,
}

Expand description

NSFR configuration.

Fields§

§min_nsfr: f64

Minimum NSFR.

§asf_stable_retail: f64

ASF factor for stable retail deposits.

§asf_less_stable_retail: f64

ASF factor for less stable retail deposits.

§asf_wholesale: f64

ASF factor for wholesale funding.

§asf_6m_1y: f64

ASF factor for 6-month to 1-year funding.

§asf_under_6m: f64

ASF factor for under 6-month funding.

§asf_other: f64

ASF factor for other stable funding.

§rsf_level1: f64

RSF factor for Level 1 HQLA.

§rsf_level2a: f64

RSF factor for Level 2A HQLA.

§rsf_level2b: f64

RSF factor for Level 2B HQLA.

§rsf_other_liquid: f64

RSF factor for other liquid assets.

§rsf_illiquid: f64

RSF factor for illiquid assets.

Trait Implementations§

impl Clone for NSFRConfig

fn clone(&self) -> NSFRConfig

Returns a duplicate of the value. Read more

1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for NSFRConfig

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

Formats the value using the given formatter. Read more

impl Default for NSFRConfig

fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl Freeze for NSFRConfig

impl RefUnwindSafe for NSFRConfig

impl Send for NSFRConfig

impl Sync for NSFRConfig

impl Unpin for NSFRConfig

impl UnwindSafe for NSFRConfig

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

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🔬This is a nightly-only experimental API. (clone_to_uninit)

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