Uses of Class
org.drip.exposure.universe.MarketEdge

Packages that use MarketEdge

Package	Description
org.drip.xva.pde	Burgard Kjaer PDE Evolution Scheme
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of MarketEdge in org.drip.xva.pde

Methods in org.drip.xva.pde with parameters of type MarketEdge

Modifier and Type	Method	Description
BurgardKjaerEdgeRun	BurgardKjaerOperator.edgeRun(MarketEdge marketEdge, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Generate the Derivative Value Time Increment using the Burgard Kjaer Scheme
BurgardKjaerEdgeAttribution	BurgardKjaerOperator.edgeRunAttribution(MarketEdge marketEdge, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Generate the Time Increment Run Attribution using the Burgard Kjaer Scheme
EvolutionTrajectoryEdge	TrajectoryEvolutionScheme.eulerWalk(MarketEdge marketEdge, BurgardKjaerOperator burgardKjaerOperator, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Execute a Single Euler Time Step Walk
CashAccountRebalancer	TrajectoryEvolutionScheme.rebalanceCash(EvolutionTrajectoryVertex initialTrajectoryVertex, MarketEdge marketEdge)	Re-balance the Cash Account and generate the Derivative Value Update

Uses of MarketEdge in org.drip.xva.vertex

Methods in org.drip.xva.vertex with parameters of type MarketEdge

Modifier and Type	Method	Description
static BurgardKjaer	BurgardKjaerBuilder.DealerPortfolioBuilder(JulianDate anchorDate, CollateralGroupVertexExposure collateralGroupVertexExposure, MarketEdge marketEdge, CollateralGroupVertexCloseOut collateralGroupVertexCloseOut, BurgardKjaerExposure burgardKjaerVertexExposure)	Construct a Path-wise Dynamic Dealer Portfolio
static BurgardKjaer	BurgardKjaerBuilder.GoldPlatedTwoWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using a Fully Collateralized Strategy, i.e., also referred to as the 2 Way Gold Plated CSA
static BurgardKjaer	BurgardKjaerBuilder.HedgeErrorDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, double hedgeError, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using the specified Hedge Error with Two Dealer Bonds
static BurgardKjaer	BurgardKjaerBuilder.OneWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using One Way CSA
static BurgardKjaer	BurgardKjaerBuilder.SemiReplicationDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using semi-replication with no Short-fall at own Default using Two Bonds
static BurgardKjaer	BurgardKjaerBuilder.SetOff(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, MarketEdge marketEdge)	Construct a Standard Instance of BurgardKjaerVertex using the "Set Off" Legal Agreement Scheme