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