Uses of Class
org.drip.exposure.regression.LocalVolatilityGenerationControl

Packages that use LocalVolatilityGenerationControl

Package	Description
org.drip.exposure.regression	Regression Based Path Exposure Generation
org.drip.exposure.regressiontrade	Exposure Regression under Margin and Trade Payments

Uses of LocalVolatilityGenerationControl in org.drip.exposure.regression

Methods in org.drip.exposure.regression that return LocalVolatilityGenerationControl

Modifier and Type	Method	Description
static LocalVolatilityGenerationControl	LocalVolatilityGenerationControl.Standard(int ensembleSize)	Construct a Standard Instance of LocalVolatilityGenerationControl

Methods in org.drip.exposure.regression with parameters of type LocalVolatilityGenerationControl

Modifier and Type	Method	Description
R1ToR1	PykhtinPillarDynamics.localVolatilityR1ToR1(LocalVolatilityGenerationControl localVolatilityGenerationControl)	Generate a Local Volatility R^1 To R^1
R1ToR1	PykhtinPillarDynamics.localVolatilityR1ToR1(LocalVolatilityGenerationControl localVolatilityGenerationControl, PykhtinPillar[] pillarVertexArray)	Generate a Local Volatility R^1 To R^1
PykhtinPillar[]	PykhtinPillarDynamics.pillarVertexArray(LocalVolatilityGenerationControl localVolatilityGenerationControl)	Retrieve the Pykhtin Pillar Vertex Array

Uses of LocalVolatilityGenerationControl in org.drip.exposure.regressiontrade

Methods in org.drip.exposure.regressiontrade with parameters of type LocalVolatilityGenerationControl

Modifier and Type	Method	Description
AndersenPykhtinSokolTrajectory[]	AndersenPykhtinSokolEnsemble.denseTrajectory(LocalVolatilityGenerationControl localVolatilityGenerationControl, double[][] wanderEnsemble)	Generate the Dense Variation Margin Trajectory
double[][]	AndersenPykhtinSokolEnsemble.denseVariationMargin(LocalVolatilityGenerationControl localVolatilityGenerationControl, double[][] wanderEnsemble)	Generate the Path-wise Dense Variation Margin Array