@turnbuckle/aprs-calculator-services
Version:
Anchorpoint Risk Calculator Service.
12 lines (11 loc) • 804 B
TypeScript
import { CalculateCcfTermStructureInputModelInterface } from '../../interfaces/input-models/calculate-ccf-term-structure-input-model.interface';
import { CalculateCcfTermStructureOutputModelInterface } from '../../interfaces/output-models/calculate-ccf-term-structure-output-model.interface';
/**
* @AgeAnalysisInputModel input
* - ageAnalysis: array of age analysis complete with ageing steps and scoring
* - defaultsMinDays: the maximum term to use when filtering out age analysis terms (use the defaults bucket minDays)
* calculates the CCF term structure
* @TermStructureOutputModel output
* - termStructure: LGD term structure
*/
export declare function calculateCcfTermStructure(input: CalculateCcfTermStructureInputModelInterface): CalculateCcfTermStructureOutputModelInterface;