Uses of Class
org.drip.exposure.generator.StreamMPoR
| Package | Description |
|---|---|
| org.drip.exposure.generator |
Rates Stream Margin Period Exposure
|
-
Uses of StreamMPoR in org.drip.exposure.generator
Subclasses of StreamMPoR in org.drip.exposure.generator Modifier and Type Class Description classFixedStreamMPoRFixedStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Fixed Coupon Stream off of the Realized Market Path.classFloatStreamMPoRFloatStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Float Stream off of the Realized Market Path.