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

Packages that use ReplicationPortfolioVertex

Package	Description
org.drip.xva.derivative	Burgard Kjaer Dynamic Portfolio Replication

Uses of ReplicationPortfolioVertex in org.drip.xva.derivative

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

Modifier and Type	Method	Description
ReplicationPortfolioVertex	EvolutionTrajectoryVertex.replicationPortfolioVertex()	Retrieve the Replication Portfolio Vertex
static ReplicationPortfolioVertex	ReplicationPortfolioVertex.Standard(double positionHoldings, double dealerSeniorNumeraireHoldings, double clientNumeraireHoldings, double cashAccount)	Construct a ReplicationPortfolioVertex Instance without the Zero Recovery Dealer Numeraire

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

Constructor	Description
EvolutionTrajectoryVertex(double time, ReplicationPortfolioVertex replicationPortfolioVertex, PositionGreekVertex positionGreekVertex, double clientGainOnDealerDefault, double dealerGainOnClientDefault, double collateral, double hedgeError)	EvolutionTrajectoryVertex Constructor