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

Packages that use AndersenPykhtinSokolPath

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

Uses of AndersenPykhtinSokolPath in org.drip.exposure.regressiontrade

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

Modifier and Type	Method	Description
AndersenPykhtinSokolPath	AdjustedVariationMarginEstimator.andersenPykhtinSokolPath(int[] exposureDateArray)	Generate the Path-wise Andersen Pykhtin Sokol (2017) Variation Margin Estimates on the Exposure Dates