Uses of Class
org.drip.exposure.regression.PykhtinPillarDynamics
| Package | Description |
|---|---|
| org.drip.exposure.regression |
Regression Based Path Exposure Generation
|
| 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 PykhtinPillarDynamicsPykhtinPillarDynamics. 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)