Uses of Package
org.drip.exposure.mpor
| 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
|
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Classes in org.drip.exposure.mpor used by org.drip.exposure.generator Class Description TradePayment TradePayment holds the Dealer (Negative) and Client (Positive) Trade Payments at an Exposure Date.VariationMarginTradePaymentVertex VariationMarginTradePaymentVertex exposes the Generation of the Estimated Variation Margin and the Trade Payment at a Vertex off of the Realized Market Path. -
Classes in org.drip.exposure.mpor used by org.drip.exposure.holdings Class Description TradePayment TradePayment holds the Dealer (Negative) and Client (Positive) Trade Payments at an Exposure Date.VariationMarginTradePaymentVertex VariationMarginTradePaymentVertex exposes the Generation of the Estimated Variation Margin and the Trade Payment at a Vertex off of the Realized Market Path. -
Classes in org.drip.exposure.mpor used by org.drip.exposure.mpor Class Description CollateralAmountEstimatorOutput CollateralAmountEstimatorOutput contains the Estimation Output of the Hypothecation Collateral that is to be Posted during a Single Run of a Collateral Hypothecation Group Valuation.MarginPeriodOfRisk MarginPeriodOfRisk contains the Margining Information associated with the Client Exposure.PathVariationMarginTrajectoryEstimator PathVariationMarginTrajectoryEstimator computes the Variation Margin Estimate/Posting from the specified Dense Uncollateralized Exposures and Trade Payments along the specified Path Trajectory.TradePayment TradePayment holds the Dealer (Negative) and Client (Positive) Trade Payments at an Exposure Date.VariationMarginTradePaymentVertex VariationMarginTradePaymentVertex exposes the Generation of the Estimated Variation Margin and the Trade Payment at a Vertex off of the Realized Market Path.VariationMarginTradeVertexExposure VariationMarginTradeVertexExposure holds the Variation Margin, Trade Payments, and Exposures for a specific Forward Vertex Date. -
Classes in org.drip.exposure.mpor used by org.drip.exposure.regression Class Description TradePayment TradePayment holds the Dealer (Negative) and Client (Positive) Trade Payments at an Exposure Date. -
Classes in org.drip.exposure.mpor used by org.drip.exposure.regressiontrade Class Description TradePayment TradePayment holds the Dealer (Negative) and Client (Positive) Trade Payments at an Exposure Date.VariationMarginTradePaymentVertex VariationMarginTradePaymentVertex exposes the Generation of the Estimated Variation Margin and the Trade Payment at a Vertex off of the Realized Market Path.