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

Packages that use MarketPath
Package	Description
org.drip.exposure.generator	Rates Stream Margin Period Exposure
org.drip.exposure.holdings	Holdings Exposure - Position and Dependencies
org.drip.exposure.mpor	Margin Period Collateral Amount Estimation
org.drip.exposure.regressiontrade	Exposure Regression under Margin and Trade Payments
org.drip.exposure.universe	Exposure Generation - Market States Simulation
org.drip.xva.dynamics	XVA Dynamics - Settings and Evolution
org.drip.xva.netting	Credit/Debt/Funding Netting Groups
org.drip.xva.strategy	Replication Strategy Based Netting Group

Uses of MarketPath in org.drip.exposure.generator

Methods in org.drip.exposure.generator with parameters of type MarketPath
Modifier and Type	Method	Description
`TradePayment[]`	FixedStreamMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	FixFloatMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	FloatStreamMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	NumeraireMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment[]`	PortfolioMPoR.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment`	FixedStreamMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	FixFloatMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	FloatStreamMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	NumeraireMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`TradePayment`	PortfolioMPoR.`tradePayment(int forwardDate, MarketPath marketPath)`
`double`	FixedStreamMPoR.`variationMarginEstimate(int forwardDate, MarketPath marketPath)`
`double`	FixFloatMPoR.`variationMarginEstimate(int forwardDate, MarketPath marketPath)`
`double`	FloatStreamMPoR.`variationMarginEstimate(int forwardDate, MarketPath marketPath)`
`double`	NumeraireMPoR.`variationMarginEstimate(int forwardDate, MarketPath marketPath)`
`double`	PortfolioMPoR.`variationMarginEstimate(int forwardDate, MarketPath marketPath)`

Uses of MarketPath in org.drip.exposure.holdings

Methods in org.drip.exposure.holdings with parameters of type MarketPath
Modifier and Type	Method	Description
`TradePayment[]`	PositionGroupEstimator.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`
`TradePayment`	PositionGroupEstimator.`tradePayment(int vertexDate, MarketPath marketPath)`
`double[]`	PositionGroup.`valueArray(MarketPath marketPath)`	Generate the Position Group Value Array at the specified Vertexes
`double`	FixFloatBaselPositionEstimator.`variationMarginEstimate(int vertexDate, MarketPath marketPath)`
`double`	PositionGroupEstimator.`variationMarginEstimate(int vertexDate, MarketPath marketPath)`

Uses of MarketPath in org.drip.exposure.mpor

Methods in org.drip.exposure.mpor with parameters of type MarketPath
Modifier and Type	Method	Description
`TradePayment[]`	VariationMarginTradePaymentVertex.`denseTradePaymentArray(int startDate, int endDate, MarketPath marketPath)`	Estimate the Dense Exposure Vertex Date Trade Payment on all Dates from the specified Start to End
`static java.util.Map<java.lang.Integer,java.lang.Double>`	VariationMarginTrajectoryBuilder.`Grid(int[] exposureDateArray, VariationMarginTradePaymentVertex variationMarginTradePaymentVertex, MarketPath marketPath)`	Generate the Daily Dense Variation Margin Trade Payment Trajectory
`static PathVariationMarginTrajectoryEstimator`	PathVariationMarginTrajectoryEstimator.`Standard(int[] exposureDateArray, java.lang.String calendar, VariationMarginTradePaymentVertex variationMarginTradePaymentVertex, MarketPath marketPath, AndersenPykhtinSokolLag csaTimelineLag)`	Generate a Standard Instance of PathVariationMarginTrajectoryEstimator
`TradePayment`	VariationMarginTradePaymentVertex.`tradePayment(int vertexDate, MarketPath marketPath)`	Estimate the Exposure Vertex Date Trade Payment
`double`	VariationMarginTradePaymentVertex.`variationMarginEstimate(int vertexDate, MarketPath marketPath)`	Estimate the Vertex Date Variation Margin Estimate

Uses of MarketPath in org.drip.exposure.regressiontrade

Methods in org.drip.exposure.regressiontrade that return MarketPath
Modifier and Type	Method	Description
`MarketPath`	AdjustedVariationMarginEstimator.`marketPath()`	Retrieve the Path-wise Market Path
`MarketPath[]`	AndersenPykhtinSokolEnsemble.`marketPathArray()`	Retrieve the Array of Market Paths

Constructors in org.drip.exposure.regressiontrade with parameters of type MarketPath
Constructor	Description
`AdjustedVariationMarginEstimator(VariationMarginTradePaymentVertex marginTradePaymentGenerator, MarketPath marketPath)`	AdjustedVariationMarginEstimator Constructor
`AndersenPykhtinSokolEnsemble(VariationMarginTradePaymentVertex marginTradePaymentGenerator, MarketPath[] marketPathArray, int[] sparseExposureDateArray)`	AndersenPykhtinSokolEnsemble Constructor

Uses of MarketPath in org.drip.exposure.universe

Methods in org.drip.exposure.universe that return MarketPath
Modifier and Type	Method	Description
`static MarketPath`	MarketPath.`FromMarketVertexArray(MarketVertex[] marketVertexArray)`	Generate the Market Path from Market Vertex Array

Uses of MarketPath in org.drip.xva.dynamics

Methods in org.drip.xva.dynamics that return MarketPath
Modifier and Type	Method	Description
`MarketPath`	PositionGroupTrajectory.`marketPath()`	Retrieve the Market Path

Constructors in org.drip.xva.dynamics with parameters of type MarketPath
Constructor	Description
`PositionGroupTrajectory(PositionGroupSpecification positionGroupSpecification, MarketPath marketPath, double[][] positionGroupArrayVertex)`	PositionGroupTrajectory Constructor

Uses of MarketPath in org.drip.xva.netting

Methods in org.drip.xva.netting that return MarketPath
Modifier and Type	Method	Description
`MarketPath`	CollateralGroupPath.`marketPath()`	Retrieve the Market Path
`MarketPath`	CreditDebtGroupPath.`marketPath()`	Retrieve the Market Path
`MarketPath`	FundingGroupPath.`marketPath()`	Retrieve the Market Path

Constructors in org.drip.xva.netting with parameters of type MarketPath
Constructor	Description
`CollateralGroupPath(CollateralGroupVertex[] collateralGroupVertexArray, MarketPath marketPath)`	CollateralGroupPath Constructor

Uses of MarketPath in org.drip.xva.strategy

Methods in org.drip.xva.strategy with parameters of type MarketPath
Modifier and Type	Method	Description
`static AlbaneseAndersenFundingGroupPath`	AlbaneseAndersenFundingGroupPath.`Mono(CreditDebtGroupPath creditDebtGroupPath, MarketPath marketPath)`	Generate a "Mono" AlbaneseAndersenFundingGroupPath Instance
`static AlbaneseAndersenNettingGroupPath`	AlbaneseAndersenNettingGroupPath.`Mono(CollateralGroupPath collateralGroupPath, MarketPath marketPath)`	Generate a "Mono" AlbaneseAndersenNettingGroupPath Instance

Constructors in org.drip.xva.strategy with parameters of type MarketPath
Constructor	Description
`AlbaneseAndersenFundingGroupPath(CreditDebtGroupPath[] creditDebtGroupPathArray, MarketPath marketPath)`	AlbaneseAndersenFundingGroupPath Constructor
`AlbaneseAndersenNettingGroupPath(CollateralGroupPath[] collateralGroupPathArray, MarketPath marketPath)`	AlbaneseAndersenNettingGroupPath Constructor