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 ValueAdjustmentValueAdjustment. Collateralized(double amount)Construct the Collateralized Transaction Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. COLVA(double amount)Construct the COLVA Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. CVACL(double amount)Construct the CVA Contra-Liability Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. DVA(double amount)Construct the DVA Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. DVA2(double amount)Construct the DVA2 Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. FDA(double amount)Construct the FDA Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. FTDCVA(double amount)Construct the FTDCVA Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. FVA(double amount)Construct the FVA Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. HYBRID(double amount)Construct the HYBRID Value Adjustment Instancestatic ValueAdjustmentValueAdjustment. 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 ValueAdjustmentExposureAdjustmentAggregator. colva()Retrieve the Expected Collateral VAValueAdjustmentExposureAdjustmentAggregator. cva()Retrieve the Expected CVAValueAdjustmentExposureAdjustmentAggregator. cvacl()Retrieve the Expected CVA Contra-LiabilityValueAdjustmentExposureAdjustmentAggregator. dva()Retrieve the Expected DVAValueAdjustmentExposureAdjustmentAggregator. dva2()Retrieve the Expected DVA2ValueAdjustmentExposureAdjustmentAggregator. fba()Retrieve the Expected FBAValueAdjustmentExposureAdjustmentAggregator. fca()Retrieve the Expected FCAValueAdjustmentExposureAdjustmentAggregator. fda()Retrieve the Expected FDAValueAdjustmentExposureAdjustmentAggregator. ftdcolva()Retrieve the Expected Bilateral Collateral VAValueAdjustmentExposureAdjustmentAggregator. ftdcva()Retrieve the Expected Bilateral/FTD CVAValueAdjustmentExposureAdjustmentAggregator. ftddva()Retrieve the Expected Bilateral DVAValueAdjustmentExposureAdjustmentAggregator. fva()Retrieve the Expected FVAValueAdjustmentExposureAdjustmentAggregator. sfva()Retrieve the Expected SFVAValueAdjustmentExposureAdjustmentAggregator. ucva()Retrieve the Expected Unilateral CVAValueAdjustmentExposureAdjustmentAggregator. udva()Retrieve the Expected Unilateral DVA