Package org.drip.sample.csaevents

Time-line of IMA/CSA Event Sequences
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    AggressiveTimeline
    AggressiveTimeline describes CSA mandated Events Time-line occurring Margin Period, as enforced by an "Aggressive" Dealer.
    AndersenPykhtinSokolDates
    AndersenPykhtinSokolDates generates the Intra-Period Dates inside a Margin.
    ConservativeTimeline
    ConservativeTimeline describes CSA mandated Events Time-line occurring Margin Period, as enforced by a "Conservative" Dealer.