@turnbuckle/aprs-calculator-services
Version:
Anchorpoint Risk Calculator Service.
12 lines (11 loc) • 842 B
TypeScript
import { CalculateLgdTermStructureInputModelInterface } from '../../interfaces/input-models/calculate-lgd-term-structure-input-model.interface';
import { CalculateLgdTermStructureOutputModelInterface } from '../../interfaces/output-models/calculate-lgd-term-structure-output-model.interface';
/**
* @CalculateLgdTermStructureInputModelInterface input
* - defaultsTable: array of invoice transactions that are in default
* - interestRate: the interest rate to be used when calculating the discount factor for LGD
* @CalculateLgdTermStructureOutputModelInterface output
* - termStructure: LGD term structure
* - weightedTermStructure: Weighted LGD term structure
*/
export declare function calculateLgdTermStructure(input: CalculateLgdTermStructureInputModelInterface): Promise<CalculateLgdTermStructureOutputModelInterface>;