Uses of Class
org.drip.exposure.mpor.PathVariationMarginTrajectoryEstimator
| Package | Description |
|---|---|
| org.drip.exposure.mpor |
Margin Period Collateral Amount Estimation
|
-
Uses of PathVariationMarginTrajectoryEstimator in org.drip.exposure.mpor
Methods in org.drip.exposure.mpor that return PathVariationMarginTrajectoryEstimator Modifier and Type Method Description static PathVariationMarginTrajectoryEstimatorPathVariationMarginTrajectoryEstimator. Standard(int[] exposureDateArray, java.lang.String calendar, VariationMarginTradePaymentVertex variationMarginTradePaymentVertex, MarketPath marketPath, AndersenPykhtinSokolLag csaTimelineLag)Generate a Standard Instance of PathVariationMarginTrajectoryEstimator