Liquidity¶
The Liquidity worker calculates liquidity for assets, liabilities and liquidity indexes inside a portfolio.
Parameters¶
The Liquidity worker must receive specific parameters in order to execute properly. When parameters are not set correctly it may cause the worker to not work as expected. This worker's parameters are separated in the following tabs: Inputand Advanced.
Input¶
The Input tab contains parameters which are consumed by the worker, in order to execute its calculations or actions.
Portfolio¶
Select the portfolio to be used using Fixed Portfolio, Get Latest or Upstream Data variants.
Redemption Period¶
Set a fixed number of redemption days using Number or Upstream Data variants.
Liability Models¶
The liability models field has two types of operations controlled by a swap button: not exposed and exposed. Not Exposed is used when the list of models has already been defined elsewhere (a file, a datastore, etc) and Exposed exposes fields to enter Liability Models, one by one.
Not Exposed
Liability models can be passed to this worker as lists. This list of liability models can be previously specified in a File or Datastore for example.
In the Not Exposed format (default), only a single field is available to specify a list liability models:
Exposed
By clicking in the Expose icon, more fields are exposed, enabling users to enter liability models one by one.
Name
Set the Liability Model name using String variant
Value
Set the Liability Model value using Percent or Upstream Data variants.
Advanced¶
The Advancedtab contains parameters that defines advanced configurations inside the worker.
Default ADTV¶
Select the default ADTV using Select variant.
Default Participation Rate¶
Set default participation rate using Percent variant.
Class Overwrite¶
Set a fixed number of redemption days using Number or Upstream Data variants.
Class Overwrite¶
Sets customized ADTVs and Participation Rates for specific Instrument Class by clicking in the ADD LINEbutton.
Instrument Class¶
Select the instrument class which will receive customized ADTVs and Participation Rates using Select variant.
ADTV¶
Set the custom ADTV for the selected instrument class using Select variant.
Participation Rate¶
Set the custom Participation Rate for the selected instrument class using Select variant.