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

Packages that use SettlementRiskAnalyzer.SettlementLeg

Package	Description
com.quantfinlib.risk	Risk: measurement, decomposition, credit/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.