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 UnivariateDiscreteThinBondEOSMetrics. optimalExerciseConvexity()Retrieve the Optimal Exercise Convexity UDTUnivariateDiscreteThinBondEOSMetrics. optimalExerciseDuration()Retrieve the Optimal Exercise Duration UDTUnivariateDiscreteThinBondEOSMetrics. optimalExerciseOAS()Retrieve the Optimal Exercise OAS UDTUnivariateDiscreteThinBondEOSMetrics. optimalExerciseOASGap()Retrieve the Optimal Exercise OAS Gap UDTUnivariateDiscreteThinBondEOSMetrics. optimalExercisePrice()Retrieve the Optimal Exercise Price UDTUnivariateDiscreteThinBondEOSMetrics. 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 UnivariateDiscreteThinUnivariateDiscreteThin. 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 PVUnivariateDiscreteThinExposureAdjustmentDigest. cva()Retrieve the Univariate Thin Statistics for CVAUnivariateDiscreteThinExposureAdjustmentDigest. cvacl()Retrieve the Univariate Thin Statistics for CVA Contra-LiabilitiesUnivariateDiscreteThinExposureAdjustmentDigest. dva()Retrieve the Univariate Thin Statistics for DVAUnivariateDiscreteThinExposureAdjustmentDigest. dva2()Retrieve the Univariate Thin Statistics for DVA2UnivariateDiscreteThinExposureAdjustmentDigest. fba()Retrieve the Univariate Thin Statistics for FBAUnivariateDiscreteThinExposureAdjustmentDigest. fca()Retrieve the Univariate Thin Statistics for FCAUnivariateDiscreteThinExposureAdjustmentDigest. fda()Retrieve the Univariate Thin Statistics for FDAUnivariateDiscreteThinExposureAdjustmentDigest. ftdcolva()Retrieve the Univariate Thin Statistics for Bilateral Collateral VAUnivariateDiscreteThinExposureAdjustmentDigest. 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 PVUnivariateDiscreteThinExposureAdjustmentDigest. fva()Retrieve the Univariate Thin Statistics for FVAUnivariateDiscreteThinExposureAdjustmentDigest. sfva()Retrieve the Univariate Thin Statistics for SFVAUnivariateDiscreteThinExposureAdjustmentDigest. totalVA()Retrieve the Univariate Thin Statistics for Total VAUnivariateDiscreteThinExposureAdjustmentDigest. ucolva()Retrieve the Univariate Thin Statistics for Unilateral Collateral VAUnivariateDiscreteThinExposureAdjustmentDigest. 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