Uses of Class
org.drip.xva.derivative.EvolutionTrajectoryVertex

Packages that use EvolutionTrajectoryVertex

Package	Description
org.drip.xva.derivative	Burgard Kjaer Dynamic Portfolio Replication
org.drip.xva.pde	Burgard Kjaer PDE Evolution Scheme

Uses of EvolutionTrajectoryVertex in org.drip.xva.derivative

Methods in org.drip.xva.derivative that return EvolutionTrajectoryVertex

Modifier and Type	Method	Description
EvolutionTrajectoryVertex	EvolutionTrajectoryEdge.vertexFinish()	Retrieve the Finishing Evolution Trajectory Vertex
EvolutionTrajectoryVertex	EvolutionTrajectoryEdge.vertexStart()	Retrieve the Starting Evolution Trajectory Vertex

Constructors in org.drip.xva.derivative with parameters of type EvolutionTrajectoryVertex

Constructor	Description
EvolutionTrajectoryEdge(EvolutionTrajectoryVertex startingTrajectoryVertex, EvolutionTrajectoryVertex finishingTrajectoryVertex, CashAccountEdge cashAccountEdge)	EvolutionTrajectoryEdge Constructor

Uses of EvolutionTrajectoryVertex in org.drip.xva.pde

Methods in org.drip.xva.pde with parameters of type EvolutionTrajectoryVertex

Modifier and Type	Method	Description
BurgardKjaerEdgeRun	BurgardKjaerOperator.edgeRun(MarketEdge marketEdge, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Generate the Derivative Value Time Increment using the Burgard Kjaer Scheme
BurgardKjaerEdgeAttribution	BurgardKjaerOperator.edgeRunAttribution(MarketEdge marketEdge, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Generate the Time Increment Run Attribution using the Burgard Kjaer Scheme
EvolutionTrajectoryEdge	TrajectoryEvolutionScheme.eulerWalk(MarketEdge marketEdge, BurgardKjaerOperator burgardKjaerOperator, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Execute a Single Euler Time Step Walk
EvolutionTrajectoryEdge[]	TrajectoryEvolutionScheme.eulerWalk(MarketVertex[] marketVertexArray, BurgardKjaerOperator burgardKjaerOperator, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)	Execute a Sequential Array of Euler Time Step Walks
CashAccountRebalancer	TrajectoryEvolutionScheme.rebalanceCash(EvolutionTrajectoryVertex initialTrajectoryVertex, MarketEdge marketEdge)	Re-balance the Cash Account and generate the Derivative Value Update
double	ParabolicDifferentialOperator.theta(EvolutionTrajectoryVertex evolutionTrajectoryVertex, double positionValueVertex)	Compute the Theta for the Derivative from the Asset Edge Value
double[]	ParabolicDifferentialOperator.thetaUpDown(EvolutionTrajectoryVertex evolutionTrajectoryVertex, double positionValueVertex, double shift)	Compute the Up/Down Thetas