Uses of Class
org.drip.xva.basel.OTCAccountingPolicy
Package | Description |
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org.drip.xva.basel |
XVA Based Basel Accounting Measures
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Uses of OTCAccountingPolicy in org.drip.xva.basel
Methods in org.drip.xva.basel that return OTCAccountingPolicy Modifier and Type Method Description abstract OTCAccountingPolicy
OTCAccountingModus. feePolicy(ExposureAdjustmentAggregator exposureAdjustmentAggregatorNext)
Generate the Fee Policy Based on the Aggregation IncrementalOTCAccountingPolicy
OTCAccountingModusFCAFBA. feePolicy(ExposureAdjustmentAggregator exposureAdjustmentAggregatorNext)
OTCAccountingPolicy
OTCAccountingModusFVAFDA. feePolicy(ExposureAdjustmentAggregator exposureAdjustmentAggregatorNext)