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

Packages that use AndersenPykhtinSokolTrajectory

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

Uses of AndersenPykhtinSokolTrajectory in org.drip.exposure.regressiontrade

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

Modifier and Type	Method	Description
AndersenPykhtinSokolTrajectory[]	AndersenPykhtinSokolEnsemble.denseTrajectory(LocalVolatilityGenerationControl localVolatilityGenerationControl, double[][] wanderEnsemble)	Generate the Dense Variation Margin Trajectory