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