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

Packages that use ReplicationPortfolioVertexDealer

Package	Description
org.drip.xva.derivative	Burgard Kjaer Dynamic Portfolio Replication
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of ReplicationPortfolioVertexDealer in org.drip.xva.derivative

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

Modifier and Type	Method	Description
static ReplicationPortfolioVertexDealer	ReplicationPortfolioVertexDealer.Standard(double seniorNumeraireHoldings)	Construct a ReplicationPortfolioVertexDealer Instance from the Senior Dealer Numeraire alone

Uses of ReplicationPortfolioVertexDealer in org.drip.xva.vertex

Methods in org.drip.xva.vertex that return ReplicationPortfolioVertexDealer

Modifier and Type	Method	Description
ReplicationPortfolioVertexDealer	BurgardKjaer.dealerReplicationPortfolio()	Retrieve the Dealer Replication Potrfolio Instance

Constructors in org.drip.xva.vertex with parameters of type ReplicationPortfolioVertexDealer

Constructor	Description
BurgardKjaer(JulianDate anchorDate, double forward, double accrued, BurgardKjaerExposure burgardKjaerVertexExposure, CollateralGroupVertexCloseOut collateralGroupCloseOut, ReplicationPortfolioVertexDealer dealerReplicationPortfolioVertex)	BurgardKjaer Constructor