Uses of Package
org.drip.exposure.generator

Packages that use org.drip.exposure.generator
Package Description
org.drip.exposure.generator
Rates Stream Margin Period Exposure
  • Classes in org.drip.exposure.generator used by org.drip.exposure.generator
    Class Description
    FixedStreamMPoR
    FixedStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Fixed Coupon Stream off of the Realized Market Path.
    FloatStreamMPoR
    FloatStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Float Stream off of the Realized Market Path.
    StreamMPoR
    StreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the generic Stream off of the Realized Market Path.