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

Packages that use MarketVertex
Package	Description
org.drip.exposure.universe	Exposure Generation - Market States Simulation
org.drip.xva.definition	XVA Definition - Close Out, Universe
org.drip.xva.derivative	Burgard Kjaer Dynamic Portfolio Replication
org.drip.xva.dynamics	XVA Dynamics - Settings and Evolution
org.drip.xva.pde	Burgard Kjaer PDE Evolution Scheme
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of MarketVertex in org.drip.exposure.universe

Methods in org.drip.exposure.universe that return MarketVertex
Modifier and Type	Method	Description
`static MarketVertex`	MarketVertex.`Epochal(JulianDate anchorDate, double overnightReplicator, double csaReplicator, double dealerHazardRate, double dealerSeniorRecoveryRate, double dealerSeniorFundingSpread, double dealerSubordinateRecoveryRate, double dealerSubordinateFundingSpread, double clientHazardRate, double clientRecoveryRate, double clientFundingSpread, LatentStateVertexContainer latentStateVertexContainer)`	Generate an Initial Instance of MarketVertex
`static MarketVertex`	MarketVertex.`Epochal(JulianDate anchorDate, double overnightReplicator, double csaReplicator, double dealerHazardRate, double dealerRecoveryRate, double dealerFundingSpread, double clientHazardRate, double clientRecoveryRate, double clientFundingSpread, LatentStateVertexContainer latentStateVertexContainer)`	Generate an Initial Instance of MarketVertex
`MarketVertex`	MarketPath.`epochalMarketVertex()`	Retrieve the Epochal Market Vertex
`MarketVertex`	MarketEdge.`finish()`	Retrieve the Market State Vertex Finish
`MarketVertex`	MarketPath.`marketVertex(int vertexDate)`	Retrieve the Market Vertex for the Specified Date
`MarketVertex[]`	MarketPath.`marketVertexArray()`	Retrieve the Array of the Market Vertexes
`static MarketVertex`	MarketVertex.`Nodal(JulianDate anchorDate, double overnightRate, double overnightReplicator, double csaSpread, double csaReplicator, MarketVertexEntity dealerMarketVertex, MarketVertexEntity clientMarketVertex, LatentStateVertexContainer latentStateVertexContainer)`	Construct a Nodal Market Vertex
`MarketVertex`	MarketEdge.`start()`	Retrieve the Market State Vertex Start
`MarketVertex`	MarketPath.`terminalMarketVertex()`	Retrieve the Terminal Market Vertex

Methods in org.drip.exposure.universe that return types with arguments of type MarketVertex
Modifier and Type	Method	Description
`java.util.Map<java.lang.Integer,MarketVertex>`	MarketVertexGenerator.`marketVertex(MarketVertex initialMarketVertex, LatentStateWeiner latentStateWeiner)`	Generate the Trajectory of the Simulated Market Vertexes
`java.util.Map<java.lang.Integer,MarketVertex>`	MarketPath.`trajectory()`	Retrieve the Trajectory of the Market Vertexes

Methods in org.drip.exposure.universe with parameters of type MarketVertex
Modifier and Type	Method	Description
`static MarketPath`	MarketPath.`FromMarketVertexArray(MarketVertex[] marketVertexArray)`	Generate the Market Path from Market Vertex Array
`java.util.Map<java.lang.Integer,MarketVertex>`	MarketVertexGenerator.`marketVertex(MarketVertex initialMarketVertex, LatentStateWeiner latentStateWeiner)`	Generate the Trajectory of the Simulated Market Vertexes

Constructors in org.drip.exposure.universe with parameters of type MarketVertex
Constructor	Description
`MarketEdge(MarketVertex startingMarketVertex, MarketVertex finishingMarketVertex)`	MarketEdge Constructor

Constructor parameters in org.drip.exposure.universe with type arguments of type MarketVertex
Constructor	Description
`MarketPath(java.util.Map<java.lang.Integer,MarketVertex> marketVertexTrajectory)`	MarketPath Constructor

Uses of MarketVertex in org.drip.xva.definition

Methods in org.drip.xva.definition with parameters of type MarketVertex
Modifier and Type	Method	Description
`static CloseOutBilateral`	CloseOutBilateral.`Market(MarketVertex marketVertex)`	Generate the Close Out Bilateral Instance from the Market Vertex

Uses of MarketVertex in org.drip.xva.derivative

Methods in org.drip.xva.derivative with parameters of type MarketVertex
Modifier and Type	Method	Description
`double`	ReplicationPortfolioVertex.`dealerPostDefaultPositionValue(MarketVertex marketVertex)`	Compute the Market Value of the Dealer Position Post-Default
`double`	ReplicationPortfolioVertex.`dealerPreDefaultPositionValue(MarketVertex marketVertex)`	Compute the Market Value of the Dealer Position Pre-Default
`double`	EvolutionTrajectoryVertex.`verifyFundingConstraint(MarketVertex marketVertex)`	Indicate whether Replication Portfolio satisfies the Funding Constraint implied by the Vertex Numeraire

Uses of MarketVertex in org.drip.xva.dynamics

Methods in org.drip.xva.dynamics with parameters of type MarketVertex
Modifier and Type	Method	Description
`ExposureAdjustmentAggregator`	PathSimulator.`simulate(java.util.List<LatentStateLabel> latentStateLabelList, MarketVertex initialMarketVertex, CorrelatedPathVertexDimension correlatedPathVertexDimension)`	Simulate the Realized State/Entity Values and their Aggregates over the Paths
`PathExposureAdjustment`	PathSimulator.`singleTrajectory(MarketVertex initialMarketVertex, LatentStateWeiner latentStateWeiner)`	Generate a Single Trajectory from the Specified Initial Market Vertex and the Evolver Sequence

Uses of MarketVertex in org.drip.xva.pde

Methods in org.drip.xva.pde with parameters of type MarketVertex
Modifier and Type	Method	Description
`EvolutionTrajectoryEdge[]`	TrajectoryEvolutionScheme.`eulerWalk(MarketVertex[] marketVertexArray, BurgardKjaerOperator burgardKjaerOperator, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)`	Execute a Sequential Array of Euler Time Step Walks

Uses of MarketVertex in org.drip.xva.vertex

Methods in org.drip.xva.vertex with parameters of type MarketVertex
Modifier and Type	Method	Description
`static BurgardKjaer`	BurgardKjaerBuilder.`Initial(JulianDate anchorDate, double forward, MarketVertex marketVertex, CloseOut closeOutScheme)`	Construct the Initial Dynamic Dealer Portfolio