Uses of Class
org.drip.exposure.regressiontrade.AdjustedVariationMarginEstimate

Packages that use AdjustedVariationMarginEstimate

Package	Description
org.drip.exposure.regressiontrade	Exposure Regression under Margin and Trade Payments

Uses of AdjustedVariationMarginEstimate in org.drip.exposure.regressiontrade

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

Modifier and Type	Method	Description
AdjustedVariationMarginEstimate	AdjustedVariationMarginEstimator.adjustedVariationMarginEstimate(int[] exposureDateArray)	Generate the Path-wise Andersen Pykhtin Sokol (2017) Adjusted Variation Margin Estimates
AdjustedVariationMarginEstimate[]	AdjustedVariationMarginDynamics.adjustedVariationMarginEstimateArray()	Retrieve the Adjusted Variation Margin Estimate Array
AdjustedVariationMarginEstimate[]	AndersenPykhtinSokolEnsemble.pathAdjustedVariationMarginEstimate()	Generate the Path-wise Adjusted Variation Margin Estimate

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

Constructor	Description
AdjustedVariationMarginDynamics(AdjustedVariationMarginEstimate[] pathAdjustedVariationMarginEstimate)	AdjustedVariationMarginDynamics Constructor