Uses of Class
org.drip.measure.statistics.UnivariateDiscreteThin
Package | Description |
---|---|
org.drip.analytics.output |
Period Product Targeted Valuation Measures
|
org.drip.measure.statistics |
R1 Rd Thin Thick Moments
|
org.drip.xva.gross |
XVA Gross Adiabat Exposure Aggregation
|
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Uses of UnivariateDiscreteThin in org.drip.analytics.output
Methods in org.drip.analytics.output that return UnivariateDiscreteThin Modifier and Type Method Description UnivariateDiscreteThin
BondEOSMetrics. optimalExerciseConvexity()
Retrieve the Optimal Exercise Convexity UDTUnivariateDiscreteThin
BondEOSMetrics. optimalExerciseDuration()
Retrieve the Optimal Exercise Duration UDTUnivariateDiscreteThin
BondEOSMetrics. optimalExerciseOAS()
Retrieve the Optimal Exercise OAS UDTUnivariateDiscreteThin
BondEOSMetrics. optimalExerciseOASGap()
Retrieve the Optimal Exercise OAS Gap UDTUnivariateDiscreteThin
BondEOSMetrics. optimalExercisePrice()
Retrieve the Optimal Exercise Price UDTUnivariateDiscreteThin
BondEOSMetrics. optimalExerciseValue()
Retrieve the Optimal Exercise Value UDT -
Uses of UnivariateDiscreteThin in org.drip.measure.statistics
Methods in org.drip.measure.statistics that return UnivariateDiscreteThin Modifier and Type Method Description static UnivariateDiscreteThin
UnivariateDiscreteThin. FromList(java.util.List<java.lang.Double> doubleList)
Generate a UnivariateDiscreteThin Instance from the specified List of Double's -
Uses of UnivariateDiscreteThin in org.drip.xva.gross
Methods in org.drip.xva.gross that return UnivariateDiscreteThin Modifier and Type Method Description UnivariateDiscreteThin[]
ExposureAdjustmentDigest. collateralizedExposure()
Retrieve the Univariate Thin Statistics for the Collateralized ExposureUnivariateDiscreteThin[]
ExposureAdjustmentDigest. collateralizedExposurePV()
Retrieve the Univariate Thin Statistics for the Collateralized Exposure PVUnivariateDiscreteThin[]
ExposureAdjustmentDigest. collateralizedNegativeExposure()
Retrieve the Univariate Thin Statistics for the Collateralized Negative ExposureUnivariateDiscreteThin[]
ExposureAdjustmentDigest. collateralizedNegativeExposurePV()
Retrieve the Univariate Thin Statistics for the Collateralized Negative Exposure PVUnivariateDiscreteThin[]
ExposureAdjustmentDigest. collateralizedPositiveExposure()
Retrieve the Univariate Thin Statistics for the Collateralized Positive ExposureUnivariateDiscreteThin[]
ExposureAdjustmentDigest. collateralizedPositiveExposurePV()
Retrieve the Univariate Thin Statistics for the Collateralized Positive Exposure PVUnivariateDiscreteThin
ExposureAdjustmentDigest. cva()
Retrieve the Univariate Thin Statistics for CVAUnivariateDiscreteThin
ExposureAdjustmentDigest. cvacl()
Retrieve the Univariate Thin Statistics for CVA Contra-LiabilitiesUnivariateDiscreteThin
ExposureAdjustmentDigest. dva()
Retrieve the Univariate Thin Statistics for DVAUnivariateDiscreteThin
ExposureAdjustmentDigest. dva2()
Retrieve the Univariate Thin Statistics for DVA2UnivariateDiscreteThin
ExposureAdjustmentDigest. fba()
Retrieve the Univariate Thin Statistics for FBAUnivariateDiscreteThin
ExposureAdjustmentDigest. fca()
Retrieve the Univariate Thin Statistics for FCAUnivariateDiscreteThin
ExposureAdjustmentDigest. fda()
Retrieve the Univariate Thin Statistics for FDAUnivariateDiscreteThin
ExposureAdjustmentDigest. ftdcolva()
Retrieve the Univariate Thin Statistics for Bilateral Collateral VAUnivariateDiscreteThin
ExposureAdjustmentDigest. ftdcva()
Retrieve the Univariate Thin Statistics for FTD CVAUnivariateDiscreteThin[]
ExposureAdjustmentDigest. fundingExposure()
Retrieve the Univariate Thin Statistics for the Funding ExposureUnivariateDiscreteThin[]
ExposureAdjustmentDigest. fundingExposurePV()
Retrieve the Univariate Thin Statistics for the Funding Exposure PVUnivariateDiscreteThin
ExposureAdjustmentDigest. fva()
Retrieve the Univariate Thin Statistics for FVAUnivariateDiscreteThin
ExposureAdjustmentDigest. sfva()
Retrieve the Univariate Thin Statistics for SFVAUnivariateDiscreteThin
ExposureAdjustmentDigest. totalVA()
Retrieve the Univariate Thin Statistics for Total VAUnivariateDiscreteThin
ExposureAdjustmentDigest. ucolva()
Retrieve the Univariate Thin Statistics for Unilateral Collateral VAUnivariateDiscreteThin
ExposureAdjustmentDigest. ucva()
Retrieve the Univariate Thin Statistics for UCVAUnivariateDiscreteThin[]
ExposureAdjustmentDigest. uncollateralizedExposure()
Retrieve the Univariate Thin Statistics for the Uncollateralized ExposureUnivariateDiscreteThin[]
ExposureAdjustmentDigest. uncollateralizedExposurePV()
Retrieve the Univariate Thin Statistics for the Uncollateralized Exposure PVUnivariateDiscreteThin[]
ExposureAdjustmentDigest. uncollateralizedNegativeExposure()
Retrieve the Univariate Thin Statistics for the Uncollateralized Negative ExposureUnivariateDiscreteThin[]
ExposureAdjustmentDigest. uncollateralizedNegativeExposurePV()
Retrieve the Univariate Thin Statistics for the Uncollateralized Negative Exposure PVUnivariateDiscreteThin[]
ExposureAdjustmentDigest. uncollateralizedPositiveExposure()
Retrieve the Univariate Thin Statistics for the Uncollateralized Positive ExposureUnivariateDiscreteThin[]
ExposureAdjustmentDigest. uncollateralizedPositiveExposurePV()
Retrieve the Univariate Thin Statistics for the Uncollateralized Positive Exposure PV