Uses of Class
org.drip.exposure.regression.PykhtinPillarDynamics
Package | Description |
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org.drip.exposure.regression |
Regression Based Path Exposure Generation
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org.drip.exposure.regressiontrade |
Exposure Regression under Margin and Trade Payments
|
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Uses of PykhtinPillarDynamics in org.drip.exposure.regression
Methods in org.drip.exposure.regression that return PykhtinPillarDynamics Modifier and Type Method Description static PykhtinPillarDynamics
PykhtinPillarDynamics. Standard(double[] exposureArray)
Construct an Instance of PykhtinPillarDynamics from the Exposure Array -
Uses of PykhtinPillarDynamics in org.drip.exposure.regressiontrade
Methods in org.drip.exposure.regressiontrade that return PykhtinPillarDynamics Modifier and Type Method Description PykhtinPillarDynamics[]
AndersenPykhtinSokolEnsemble. ensemblePillarDynamics()
Generate the Ensemble Pillar Dynamics ArrayPykhtinPillarDynamics[]
AdjustedVariationMarginDynamics. pillarDynamics()
Generate the Dynamics of the Sparse Pillar a.k.a Pykhtin (2009)