Uses of Class
org.drip.xva.definition.CloseOut

Packages that use CloseOut

Package	Description
org.drip.xva.definition	XVA Definition - Close Out, Universe
org.drip.xva.hypothecation	XVA Hypothecation Group Amount Estimation
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of CloseOut in org.drip.xva.definition

Subclasses of CloseOut in org.drip.xva.definition

Modifier and Type	Class	Description
class	CloseOutBilateral	CloseOutBilateral implements the (2002) ISDA Master Agreement Bilateral Close Out Scheme to be applied to the MTM at the Dealer/Client Default.

Uses of CloseOut in org.drip.xva.hypothecation

Methods in org.drip.xva.hypothecation with parameters of type CloseOut

Modifier and Type	Method	Description
static CollateralGroupVertexCloseOut	CollateralGroupVertexCloseOut.Standard(CloseOut closeOutGeneral, double uncollateralizedExposure, double collateralBalance)	Construct a Static Instance of CollateralGroupVertexCloseOut

Uses of CloseOut in org.drip.xva.vertex

Methods in org.drip.xva.vertex with parameters of type CloseOut

Modifier and Type	Method	Description
static BurgardKjaer	BurgardKjaerBuilder.GoldPlatedTwoWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using a Fully Collateralized Strategy, i.e., also referred to as the 2 Way Gold Plated CSA
static BurgardKjaer	BurgardKjaerBuilder.HedgeErrorDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, double hedgeError, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using the specified Hedge Error with Two Dealer Bonds
static BurgardKjaer	BurgardKjaerBuilder.Initial(JulianDate anchorDate, double forward, MarketVertex marketVertex, CloseOut closeOutScheme)	Construct the Initial Dynamic Dealer Portfolio
static BurgardKjaer	BurgardKjaerBuilder.OneWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using One Way CSA
static BurgardKjaer	BurgardKjaerBuilder.SemiReplicationDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using semi-replication with no Short-fall at own Default using Two Bonds