-
Notifications
You must be signed in to change notification settings - Fork 1
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Update MultiAssetCollateralizationEngine.py
- Loading branch information
Showing
1 changed file
with
60 additions
and
4 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,22 +1,78 @@ | ||
class MultiAssetCollateralizationEngine: | ||
def __init__(self): | ||
self.collateral_basket = { | ||
'cryptocurrencies': ['Bitcoin', 'Ethereum'], | ||
'cryptocurrencies': ['Bitcoin', 'Ethereum', 'Cardano', 'Solana'], | ||
'traditional_assets': [ | ||
'US_Treasury_Bonds', | ||
'IMF_Special_Drawing_Rights', | ||
'Gold_Reserves' | ||
'Gold_Reserves', | ||
'Corporate_Bonds', | ||
'Real_Estate_Investment_Trusts' | ||
], | ||
'real_world_assets': [ | ||
'Tech_Infrastructure_Investments', | ||
'Renewable_Energy_Credits', | ||
'Intellectual_Property_Portfolios' | ||
'Intellectual_Property_Portfolios', | ||
'Art_Collections', | ||
'Patents_and_Trademarks' | ||
] | ||
} | ||
self.market_data_provider = 'RealTimeMarketDataAPI' | ||
|
||
def calculate_dynamic_collateralization(self): | ||
return { | ||
'total_backing_value': self._compute_total_backing(), | ||
'liquidity_ratio': self._assess_liquidity_coverage(), | ||
'risk_adjusted_valuation': self._quantum_risk_adjusted_valuation() | ||
'risk_adjusted_valuation': self._quantum_risk_adjusted_valuation(), | ||
'real_time_market_data': self._fetch_real_time_market_data(), | ||
'asset_diversification_index': self._calculate_diversification_index() | ||
} | ||
|
||
def _compute_total_backing(self): | ||
# Placeholder for total backing value calculation logic | ||
return 1000000.0 # Example value | ||
|
||
def _assess_liquidity_coverage(self): | ||
# Placeholder for liquidity coverage assessment | ||
return { | ||
'current_liquidity_ratio': 1.5, | ||
'minimum_required_ratio': 1.0 | ||
} | ||
|
||
def _quantum_risk_adjusted_valuation(self): | ||
# Placeholder for quantum risk-adjusted valuation logic | ||
return { | ||
'adjusted_value': 950000.0, | ||
'risk_factors': { | ||
'market_volatility': 0.2, | ||
'credit_risk': 0.1, | ||
'liquidity_risk': 0.15 | ||
} | ||
} | ||
|
||
def _fetch_real_time_market_data(self): | ||
# Placeholder for fetching real-time market data | ||
return { | ||
'cryptocurrency_prices': { | ||
'Bitcoin': 45000.0, | ||
'Ethereum': 3000.0, | ||
'Cardano': 2.5, | ||
'Solana': 150.0 | ||
}, | ||
'traditional_asset_prices': { | ||
'US_Treasury_Bonds': 100.0, | ||
'Gold_Reserves': 1800.0, | ||
'Corporate_Bonds': 95.0 | ||
} | ||
} | ||
|
||
def _calculate_diversification_index(self): | ||
# Placeholder for diversification index calculation | ||
return { | ||
'diversification_score': 0.85, | ||
'asset_classes': { | ||
'cryptocurrencies': 0.4, | ||
'traditional_assets': 0.35, | ||
'real_world_assets': 0.25 | ||
} | ||
} |