org.drip.sample.xvabasel

Basel XVA Accounting Metrics Scheme

Author:: Lakshmi Krishnamurthy

Class	Description
CollateralizedCollateralNeutral	CollateralizedCollateralNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedCollateralNeutralStochastic	CollateralizedCollateralNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedCollateralPayable	CollateralizedCollateralPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedCollateralPayableStochastic	CollateralizedCollateralPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedCollateralReceivable	CollateralizedCollateralReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedCollateralReceivableStochastic	CollateralizedCollateralReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedFundingNeutral	CollateralizedFundingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedFundingNeutralStochastic	CollateralizedFundingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedFundingPayable	CollateralizedFundingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedFundingPayableStochastic	CollateralizedFundingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedFundingReceivable	CollateralizedFundingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedFundingReceivableStochastic	CollateralizedFundingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedNettingNeutral	CollateralizedNettingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedNettingNeutralStochastic	CollateralizedNettingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedNettingPayable	CollateralizedNettingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedNettingPayableStochastic	CollateralizedNettingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedNettingReceivable	CollateralizedNettingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
CollateralizedNettingReceivableStochastic	CollateralizedNettingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralNeutral	UncollateralizedCollateralNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralNeutralStochastic	UncollateralizedCollateralNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralPayable	UncollateralizedCollateralPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralPayableStochastic	UncollateralizedCollateralPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralReceivable	UncollateralizedCollateralReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedCollateralReceivableStochastic	UncollateralizedCollateralReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingNeutral	UncollateralizedFundingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingNeutralStochastic	UncollateralizedFundingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingPayable	UncollateralizedFundingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingPayableStochastic	UncollateralizedFundingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingReceivable	UncollateralizedFundingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedFundingReceivableStochastic	UncollateralizedFundingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingNeutral	UncollateralizedNettingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingNeutralStochastic	UncollateralizedNettingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingPayable	UncollateralizedNettingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingPayableStochastic	UncollateralizedNettingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingReceivable	UncollateralizedNettingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
UncollateralizedNettingReceivableStochastic	UncollateralizedNettingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdCollateralNeutral	ZeroThresholdCollateralNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdCollateralNeutralStochastic	ZeroThresholdCollateralNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdCollateralPayable	ZeroThresholdCollateralPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdCollateralPayableStochastic	ZeroThresholdCollateralPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdCollateralReceivable	ZeroThresholdCollateralReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdCollateralReceivableStochastic	ZeroThresholdCollateralReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdFundingNeutral	ZeroThresholdFundingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdFundingNeutralStochastic	ZeroThresholdFundingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdFundingPayable	ZeroThresholdFundingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdFundingPayableStochastic	ZeroThresholdFundingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdFundingReceivable	ZeroThresholdFundingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdFundingReceivableStochastic	ZeroThresholdFundingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdNettingNeutral	ZeroThresholdNettingNeutral examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdNettingNeutralStochastic	ZeroThresholdNettingNeutralStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdNettingPayable	ZeroThresholdNettingPayable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdNettingPayableStochastic	ZeroThresholdNettingPayableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdNettingReceivable	ZeroThresholdNettingReceivable examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.
ZeroThresholdNettingReceivableStochastic	ZeroThresholdNettingReceivableStochastic examines the Basel BCBS 2012 OTC Accounting Impact to a Portfolio of 10 Swaps resulting from the Addition of a New Swap - Comparison via both FVA/FDA and FCA/FBA Schemes.

Package org.drip.sample.xvabasel