Uses of Class
org.drip.exposure.holdings.PositionGroupContainer
| Package | Description |
|---|---|
| org.drip.exposure.holdings |
Holdings Exposure - Position and Dependencies
|
| org.drip.xva.dynamics |
XVA Dynamics - Settings and Evolution
|
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Uses of PositionGroupContainer in org.drip.exposure.holdings
Methods in org.drip.exposure.holdings that return PositionGroupContainer Modifier and Type Method Description static PositionGroupContainerPositionGroupContainer. Solo(PositionGroup positionGroup)Generate a PositionGroupContainer Instance with a Solo Group -
Uses of PositionGroupContainer in org.drip.xva.dynamics
Methods in org.drip.xva.dynamics that return PositionGroupContainer Modifier and Type Method Description PositionGroupContainerPathSimulator. positionGroupContainer()Retrieve the Position Group ContainerMethods in org.drip.xva.dynamics with parameters of type PositionGroupContainer Modifier and Type Method Description static PathSimulatorPathSimulator. UnitPositionGroupValue(int iPathCount, MarketVertexGenerator marketVertexGenerator, PositionGroupContainer positionGroupContainer)Generate a PathSimulator Instance with the corresponding Position Group ValueConstructors in org.drip.xva.dynamics with parameters of type PositionGroupContainer Constructor Description PathSimulator(int iCount, MarketVertexGenerator marketVertexGenerator, int adjustmentDigestScheme, PositionGroupContainer positionGroupContainer)PathSimulator Constructor