Uses of Interface
org.drip.exposure.mpor.VariationMarginTradePaymentVertex

Packages that use VariationMarginTradePaymentVertex

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.regressiontrade	Exposure Regression under Margin and Trade Payments

Uses of VariationMarginTradePaymentVertex in org.drip.exposure.generator

Classes in org.drip.exposure.generator that implement VariationMarginTradePaymentVertex

Modifier and Type	Class	Description
class	FixedStreamMPoR	FixedStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Fixed Coupon Stream off of the Realized Market Path.
class	FixFloatMPoR	FixFloatMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Fix Float Component off of the Realized Market Path.
class	FloatStreamMPoR	FloatStreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the given Float Stream off of the Realized Market Path.
class	NumeraireMPoR	NumeraireMPoR estimates the MPoR Variation Margin and the Trade Payments for the generic Numeraire off of the Realized Market Path.
class	PortfolioMPoR	PortfolioMPoR estimates the MPoR Variation Margin and the Trade Payments for the Component MPoR's of a given Portfolio off of the Realized Market Path.
class	StreamMPoR	StreamMPoR estimates the MPoR Variation Margin and the Trade Payments for the generic Stream off of the Realized Market Path.

Methods in org.drip.exposure.generator that return types with arguments of type VariationMarginTradePaymentVertex

Modifier and Type	Method	Description
java.util.List<VariationMarginTradePaymentVertex>	PortfolioMPoR.componentMPoRList()	Retrieve the List of Component MPoR's

Uses of VariationMarginTradePaymentVertex in org.drip.exposure.holdings

Classes in org.drip.exposure.holdings that implement VariationMarginTradePaymentVertex

Modifier and Type	Class	Description
class	FixFloatBaselPositionEstimator	FixFloatBaselPositionEstimator evaluates the Value of a Fix Float Position Group given the Realized Market Path using the Basel Scheme.
class	PositionGroupEstimator	PositionGroupEstimator evaluates the Value of the Position Group given the Realized Market Path.

Uses of VariationMarginTradePaymentVertex in org.drip.exposure.mpor

Methods in org.drip.exposure.mpor with parameters of type VariationMarginTradePaymentVertex

Modifier and Type	Method	Description
static java.util.Map<java.lang.Integer,java.lang.Double>	VariationMarginTrajectoryBuilder.Grid(int[] exposureDateArray, VariationMarginTradePaymentVertex variationMarginTradePaymentVertex, MarketPath marketPath)	Generate the Daily Dense Variation Margin Trade Payment Trajectory
static PathVariationMarginTrajectoryEstimator	PathVariationMarginTrajectoryEstimator.Standard(int[] exposureDateArray, java.lang.String calendar, VariationMarginTradePaymentVertex variationMarginTradePaymentVertex, MarketPath marketPath, AndersenPykhtinSokolLag csaTimelineLag)	Generate a Standard Instance of PathVariationMarginTrajectoryEstimator

Uses of VariationMarginTradePaymentVertex in org.drip.exposure.regressiontrade

Methods in org.drip.exposure.regressiontrade that return VariationMarginTradePaymentVertex

Modifier and Type	Method	Description
VariationMarginTradePaymentVertex	AdjustedVariationMarginEstimator.marginTradePaymentGenerator()	Retrieve the Path-wise Variation Margin/Trade Payment Generator
VariationMarginTradePaymentVertex	AndersenPykhtinSokolEnsemble.marginTradePaymentGenerator()	Retrieve the Path-wise Variation Margin/Trade Payment Generator

Constructors in org.drip.exposure.regressiontrade with parameters of type VariationMarginTradePaymentVertex

Constructor	Description
AdjustedVariationMarginEstimator(VariationMarginTradePaymentVertex marginTradePaymentGenerator, MarketPath marketPath)	AdjustedVariationMarginEstimator Constructor
AndersenPykhtinSokolEnsemble(VariationMarginTradePaymentVertex marginTradePaymentGenerator, MarketPath[] marketPathArray, int[] sparseExposureDateArray)	AndersenPykhtinSokolEnsemble Constructor