Uses of Class
org.drip.xva.basel.ValueAdjustment
Package | Description |
---|---|
org.drip.xva.basel |
XVA Based Basel Accounting Measures
|
org.drip.xva.gross |
XVA Gross Adiabat Exposure Aggregation
|
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Uses of ValueAdjustment in org.drip.xva.basel
Methods in org.drip.xva.basel that return ValueAdjustment Modifier and Type Method Description static ValueAdjustment
ValueAdjustment. Collateralized(double amount)
Construct the Collateralized Transaction Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. COLVA(double amount)
Construct the COLVA Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. CVACL(double amount)
Construct the CVA Contra-Liability Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. DVA(double amount)
Construct the DVA Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. DVA2(double amount)
Construct the DVA2 Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. FDA(double amount)
Construct the FDA Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. FTDCVA(double amount)
Construct the FTDCVA Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. FVA(double amount)
Construct the FVA Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. HYBRID(double amount)
Construct the HYBRID Value Adjustment Instancestatic ValueAdjustment
ValueAdjustment. UCVA(double amount)
Construct the UCVA Value Adjustment Instance -
Uses of ValueAdjustment in org.drip.xva.gross
Methods in org.drip.xva.gross that return ValueAdjustment Modifier and Type Method Description ValueAdjustment
ExposureAdjustmentAggregator. colva()
Retrieve the Expected Collateral VAValueAdjustment
ExposureAdjustmentAggregator. cva()
Retrieve the Expected CVAValueAdjustment
ExposureAdjustmentAggregator. cvacl()
Retrieve the Expected CVA Contra-LiabilityValueAdjustment
ExposureAdjustmentAggregator. dva()
Retrieve the Expected DVAValueAdjustment
ExposureAdjustmentAggregator. dva2()
Retrieve the Expected DVA2ValueAdjustment
ExposureAdjustmentAggregator. fba()
Retrieve the Expected FBAValueAdjustment
ExposureAdjustmentAggregator. fca()
Retrieve the Expected FCAValueAdjustment
ExposureAdjustmentAggregator. fda()
Retrieve the Expected FDAValueAdjustment
ExposureAdjustmentAggregator. ftdcolva()
Retrieve the Expected Bilateral Collateral VAValueAdjustment
ExposureAdjustmentAggregator. ftdcva()
Retrieve the Expected Bilateral/FTD CVAValueAdjustment
ExposureAdjustmentAggregator. ftddva()
Retrieve the Expected Bilateral DVAValueAdjustment
ExposureAdjustmentAggregator. fva()
Retrieve the Expected FVAValueAdjustment
ExposureAdjustmentAggregator. sfva()
Retrieve the Expected SFVAValueAdjustment
ExposureAdjustmentAggregator. ucva()
Retrieve the Expected Unilateral CVAValueAdjustment
ExposureAdjustmentAggregator. udva()
Retrieve the Expected Unilateral DVA