Uses of Class
org.drip.xva.hypothecation.CollateralGroupVertex

Packages that use CollateralGroupVertex

Package	Description
org.drip.xva.dynamics	XVA Dynamics - Settings and Evolution
org.drip.xva.netting	Credit/Debt/Funding Netting Groups
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of CollateralGroupVertex in org.drip.xva.dynamics

Methods in org.drip.xva.dynamics that return CollateralGroupVertex

Modifier and Type	Method	Description
CollateralGroupVertex[][]	PositionGroupTrajectory.positionGroupVertexArray()	Generate the Position Collateral Group Vertex Array

Uses of CollateralGroupVertex in org.drip.xva.netting

Methods in org.drip.xva.netting that return CollateralGroupVertex

Modifier and Type	Method	Description
CollateralGroupVertex[]	CollateralGroupPath.collateralGroupVertex()	Retrieve the Array of Collateral Group Trajectory Vertexes

Constructors in org.drip.xva.netting with parameters of type CollateralGroupVertex

Constructor	Description
CollateralGroupPath(CollateralGroupVertex[] collateralGroupVertexArray, MarketPath marketPath)	CollateralGroupPath Constructor

Uses of CollateralGroupVertex in org.drip.xva.vertex

Subclasses of CollateralGroupVertex in org.drip.xva.vertex

Modifier and Type	Class	Description
class	AlbaneseAndersen	AlbaneseAndersen holds the Albanese and Andersen (2014) Vertex Exposures of a Projected Path of a Simulation Run of a Collateral Hypothecation Group.
class	BurgardKjaer	BurgardKjaer holds the Close Out Based Vertex Exposures of a Projected Path of a Simulation Run of a Collateral Hypothecation Group using the Generalized Burgard Kjaer (2013) Scheme.