Package org.drip.exposure.evolver

Securities and Exposure States Evolvers

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
DynamicsContainer	DynamicsContainer holds the Dynamics of the Economy with the following Traded Assets - the Numeraire Evolver Dynamics, the Terminal Latent State Evolver Dynamics, and the Primary Security Evolver Dynamics.
EntityDynamicsContainer	EntityDynamicsContainer contains the Dealer and the Client Hazard and Recovery Latent State Evolvers.
Equity	Equity describes a Tradeable Equity.
LatentStateDynamicsContainer	LatentStateDynamicsContainer holds the Latent State Labels for a variety of Latent States and their Evolvers.
LatentStateVertexContainer	LatentStateVertexContainer holds the Latent State Labels and their corresponding Vertex Realizations.
PrimarySecurity	PrimarySecurity holds Definitions and Parameters that specify a Primary Security in XVA Terms.
PrimarySecurityDynamicsContainer	PrimarySecurityDynamicsContainer holds the Economy with the following Traded Assets - the Overnight Index Numeraire, the Collateral Scheme Numeraire, the Default-able Dealer Bond Numeraire, the Array of Default-able Client Numeraires, and an Asset that follows Brownian Motion.
ScalingNumeraire	ScalingNumeraire holds Parameters that guide the Diffusion of a Scaling Numeraire.
TerminalLatentState	TerminalLatentState contains the Latent State Label and the corresponding Terminal Diffusion Evolver.