A charge to income which represents an expense deemed adequate by management given the composition of a bank's credit portfolios, their probability of default, the economic environment and the allowance for credit losses already established. Specific provisions are established to reduce the book value of specific assets (primarily loans) to establish the amount expected to be recovered on the loans. More...
Public Member Functions | |
| override IReadOnlyDictionary< string, double > | GetPeriodValues () |
| Gets a dictionary of period names and values for the field More... | |
| override double | GetPeriodValue (string period) |
| Gets the value of the field for the requested period More... | |
| CreditLossesProvisionIncomeStatement () | |
| Creates a new empty instance More... | |
| CreditLossesProvisionIncomeStatement (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance for the given time and security More... | |
 Public Member Functions inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| virtual bool | HasPeriodValue (string period) |
| Returns true if the field contains a value for the requested period More... | |
| IEnumerable< string > | GetPeriodNames () |
| Gets the list of available period names for the field More... | |
| bool | HasValues () |
| Returns true if the field has at least one value for one period More... | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
Public Attributes | |
| double | OneMonth => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_OneMonth) |
| Gets/sets the OneMonth period value for the field More... | |
| double | ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_ThreeMonths) |
| Gets/sets the ThreeMonths period value for the field More... | |
| double | SixMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_SixMonths) |
| Gets/sets the SixMonths period value for the field More... | |
| double | NineMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_NineMonths) |
| Gets/sets the NineMonths period value for the field More... | |
| double | TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_TwelveMonths) |
| Gets/sets the TwelveMonths period value for the field More... | |
| override bool | HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_TwelveMonths)) |
| Returns true if the field contains a value for the default period More... | |
| Public Attributes inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| virtual T | Value => GetPeriodValues().Select(x => x.Value).DefaultIfEmpty(NoValue).FirstOrDefault() |
| Returns the default value for the field More... | |
Protected Attributes | |
| override string | DefaultPeriod => "TwelveMonths" |
| The default period More... | |
Properties | |
| override double | Value [get] |
| Returns the default value for the field More... | |
| Properties inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| static T | NoValue = BaseFundamentalDataProvider.GetDefault<T>() [get] |
| No Value More... | |
| ITimeProvider | TimeProvider [get] |
| The time provider instance to use More... | |
| abstract string | DefaultPeriod [get] |
| The default period More... | |
| SecurityIdentifier | SecurityIdentifier [get, set] |
| The target security identifier More... | |
| abstract bool | HasValue [get] |
| Returns true if the field contains a value for the default period More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| static implicit | operator T (MultiPeriodField< T > instance) |
| Returns the default value for the field More... | |
| static implicit | operator decimal (MultiPeriodField instance) |
| Returns the default value for the field More... | |
| Protected Member Functions inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| MultiPeriodField () | |
| Creates an empty instance More... | |
| MultiPeriodField (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance More... | |
| string | ConvertPeriod (string period) |
| Returns a string that represents the current object. More... | |
| MultiPeriodField () | |
| Creates an empty instance More... | |
| MultiPeriodField (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance More... | |
Detailed Description
A charge to income which represents an expense deemed adequate by management given the composition of a bank's credit portfolios, their probability of default, the economic environment and the allowance for credit losses already established. Specific provisions are established to reduce the book value of specific assets (primarily loans) to establish the amount expected to be recovered on the loans.
Definition at line 29 of file CreditLossesProvisionIncomeStatement.cs.
Constructor & Destructor Documentation
◆ CreditLossesProvisionIncomeStatement() [1/2]
| QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.CreditLossesProvisionIncomeStatement | ( | ) |
Creates a new empty instance
Definition at line 114 of file CreditLossesProvisionIncomeStatement.cs.
◆ CreditLossesProvisionIncomeStatement() [2/2]
| QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.CreditLossesProvisionIncomeStatement | ( | ITimeProvider | timeProvider, |
| SecurityIdentifier | securityIdentifier | ||
| ) |
Creates a new instance for the given time and security
Definition at line 121 of file CreditLossesProvisionIncomeStatement.cs.
Member Function Documentation
◆ GetPeriodValues()
|
virtual |
Gets a dictionary of period names and values for the field
- Returns
- The dictionary of period names and values
Implements QuantConnect.Data.Fundamental.MultiPeriodField< T >.
Definition at line 91 of file CreditLossesProvisionIncomeStatement.cs.
◆ GetPeriodValue()
|
virtual |
Gets the value of the field for the requested period
- Parameters
-
period The requested period
- Returns
- The value for the period
Implements QuantConnect.Data.Fundamental.MultiPeriodField< T >.
Member Data Documentation
◆ DefaultPeriod
|
protected |
The default period
Definition at line 34 of file CreditLossesProvisionIncomeStatement.cs.
◆ OneMonth
| double QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.OneMonth => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_OneMonth) |
Gets/sets the OneMonth period value for the field
Definition at line 40 of file CreditLossesProvisionIncomeStatement.cs.
◆ ThreeMonths
| double QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_ThreeMonths) |
Gets/sets the ThreeMonths period value for the field
Definition at line 46 of file CreditLossesProvisionIncomeStatement.cs.
◆ SixMonths
| double QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.SixMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_SixMonths) |
Gets/sets the SixMonths period value for the field
Definition at line 52 of file CreditLossesProvisionIncomeStatement.cs.
◆ NineMonths
| double QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.NineMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_NineMonths) |
Gets/sets the NineMonths period value for the field
Definition at line 58 of file CreditLossesProvisionIncomeStatement.cs.
◆ TwelveMonths
| double QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_TwelveMonths) |
Gets/sets the TwelveMonths period value for the field
Definition at line 64 of file CreditLossesProvisionIncomeStatement.cs.
◆ HasValue
| override bool QuantConnect.Data.Fundamental.CreditLossesProvisionIncomeStatement.HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_TwelveMonths)) |
Returns true if the field contains a value for the default period
Definition at line 69 of file CreditLossesProvisionIncomeStatement.cs.
Property Documentation
◆ Value
|
get |
Returns the default value for the field
Definition at line 75 of file CreditLossesProvisionIncomeStatement.cs.
The documentation for this class was generated from the following file:
- Common/Data/Fundamental/Generated/CreditLossesProvisionIncomeStatement.cs
