Uses of Class org.drip.exposure.mpor.TradePayment

Packages that use TradePayment
Package	Description
org.drip.exposure.generator	Rates Stream Margin Period Exposure
org.drip.exposure.holdings	Holdings Exposure - Position and Dependencies
org.drip.exposure.mpor	Margin Period Collateral Amount Estimation
org.drip.exposure.regression	Regression Based Path Exposure Generation
org.drip.exposure.regressiontrade	Exposure Regression under Margin and Trade Payments

Uses of TradePayment in org.drip.exposure.generator

Methods in org.drip.exposure.generator that return TradePayment
Modifier and Type	Method	Description
`TradePayment[]`	FixedStreamMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	FixFloatMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	FloatStreamMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	NumeraireMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	PortfolioMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment`	FixedStreamMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	FixFloatMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	FloatStreamMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	NumeraireMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	PortfolioMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`

Uses of TradePayment in org.drip.exposure.holdings

Methods in org.drip.exposure.holdings that return TradePayment
Modifier and Type	Method	Description
`TradePayment[]`	PositionGroupEstimator.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment`	PositionGroupEstimator.`tradePayment(int vertexDate, MarketPath marketPath)`

Uses of TradePayment in org.drip.exposure.mpor

Methods in org.drip.exposure.mpor that return TradePayment
Modifier and Type	Method	Description
`TradePayment[]`	VariationMarginTradePaymentVertex.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`	Estimate the Dense Exposure Vertex Date Trade Payment on all Dates from the specified Start to End
`static TradePayment`	TradePayment.`Standard(double tradePayment)`	Construct a "Standard" TradePayment Instance
`TradePayment`	VariationMarginTradePaymentVertex.`tradePayment(int vertexDate, MarketPath marketPath)`	Estimate the Exposure Vertex Date Trade Payment
`TradePayment[]`	PathVariationMarginTrajectoryEstimator.`tradePaymentTrajectory()`	Retrieve the Trade Payment Trajectory

Constructors in org.drip.exposure.mpor with parameters of type TradePayment
Constructor	Description
`PathVariationMarginTrajectoryEstimator(int[] exposureDateArray, java.lang.String calendar, java.util.Map<java.lang.Integer,java.lang.Double> variationMarginEstimateTrajectory, TradePayment[] tradePaymentTrajectory, AndersenPykhtinSokolLag csaTimelineLag)`	PathVariationMarginTrajectoryEstimator Constructor

Uses of TradePayment in org.drip.exposure.regression

Methods in org.drip.exposure.regression that return TradePayment
Modifier and Type	Method	Description
`TradePayment[]`	AndersenPykhtinSokolStretch.`denseTradePaymentArray()`	Retrieve the Dense Trade Payment Array

Constructors in org.drip.exposure.regression with parameters of type TradePayment
Constructor	Description
`AndersenPykhtinSokolStretch(int[] sparseDateArray, double[] sparseExposureArray, R1ToR1[] sparseLocalVolatilityArray, TradePayment[] denseTradePaymentArray)`	AndersenPykhtinSokolStretch Constructor

Uses of TradePayment in org.drip.exposure.regressiontrade

Methods in org.drip.exposure.regressiontrade that return TradePayment
Modifier and Type	Method	Description
`TradePayment[]`	AdjustedVariationMarginEstimator.`denseTradePayment(int startDate, int endDate)`	Retrieve the Dense Trade Payment Array across the Exposure Date Range
`TradePayment[]`	AdjustedVariationMarginEstimate.`denseTradePaymentArray()`	Retrieve the Path-wise Dense Trade Payment Array
`TradePayment[]`	AndersenPykhtinSokolPath.`denseTradePaymentArray()`	Retrieve the Path-wise Dense Trade Payment Array
`TradePayment[]`	AndersenPykhtinSokolTrajectory.`tradePaymentTrajectory()`	Retrieve the Dense Trade Payment Array

Constructors in org.drip.exposure.regressiontrade with parameters of type TradePayment
Constructor	Description
`AdjustedVariationMarginEstimate(double[] adjustedVariationMarginEstimateArray, TradePayment[] denseTradePaymentArray)`	AdjustedVariationMarginEstimate Constructor
`AndersenPykhtinSokolPath(TradePayment[] denseTradePaymentArray)`	AndersenPykhtinSokolPath Constructor
`AndersenPykhtinSokolTrajectory(java.util.Map<java.lang.Integer,java.lang.Double> variationMarginEstimateTrajectory, TradePayment[] tradePaymentTrajectory)`	AndersenPykhtinSokolTrajectory Constructor