Uses of Record Class
com.quantfinlib.risk.SettlementRiskAnalyzer.SettlementLeg

Packages that use SettlementRiskAnalyzer.SettlementLeg

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of SettlementRiskAnalyzer.SettlementLeg in com.quantfinlib.risk

Method parameters in com.quantfinlib.risk with type arguments of type SettlementRiskAnalyzer.SettlementLeg

Modifier and Type	Method	Description
static Map<String,Double>	SettlementRiskAnalyzer.herstattExposure(List<SettlementRiskAnalyzer.SettlementLeg> legs)	Total at-risk receive amounts per counterparty: sum of legs where payment goes out before the countervalue arrives.
static double	SettlementRiskAnalyzer.peakExposure(List<SettlementRiskAnalyzer.SettlementLeg> legs, String counterparty)	Peak intraday settlement exposure to one counterparty: the maximum total receive-amount outstanding (paid but not yet received) at any point in time.