Uses of Class
org.drip.exposure.regressiontrade.AdjustedVariationMarginEstimator
Package | Description |
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org.drip.exposure.regressiontrade |
Exposure Regression under Margin and Trade Payments
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Uses of AdjustedVariationMarginEstimator in org.drip.exposure.regressiontrade
Methods in org.drip.exposure.regressiontrade that return AdjustedVariationMarginEstimator Modifier and Type Method Description AdjustedVariationMarginEstimator[]
AndersenPykhtinSokolEnsemble. pathAdjustedVariationMarginEstimator()
Generate the Path-wise Adjusted Variation Margin Estimator