Uses of Class
org.drip.exposure.csatimeline.LastFlowDates
| Package | Description |
|---|---|
| org.drip.exposure.csatimeline |
Time-line of IMA/CSA Event Dates
|
| org.drip.exposure.mpor |
Margin Period Collateral Amount Estimation
|
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Uses of LastFlowDates in org.drip.exposure.csatimeline
Methods in org.drip.exposure.csatimeline that return LastFlowDates Modifier and Type Method Description static LastFlowDatesLastFlowDates. SpotStandard(JulianDate spot, AndersenPykhtinSokolLag andersenPykhtinSokolLag, java.lang.String calendarSet)Generate a LastFlowDates Instance from the Spot Date and the AndersenPykhtinSokolLag -
Uses of LastFlowDates in org.drip.exposure.mpor
Methods in org.drip.exposure.mpor that return LastFlowDates Modifier and Type Method Description LastFlowDates[]PathVariationMarginTrajectoryEstimator. csaEventDates()Generate the Array of CSA Event DatesLastFlowDatesVariationMarginTradeVertexExposure. lastFlowDates()Retrieve the Last Flow DatesConstructors in org.drip.exposure.mpor with parameters of type LastFlowDates Constructor Description VariationMarginTradeVertexExposure(double variationMarginEstimate, double variationMarginPosting, double clientTradePaymentGap, double clientDealerTradePaymentGap, LastFlowDates lastFlowDates)VariationMarginTradeVertexExposure Constructor