Uses of Class
org.drip.xva.hypothecation.CollateralGroupVertexCloseOut
Package | Description |
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org.drip.xva.hypothecation |
XVA Hypothecation Group Amount Estimation
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org.drip.xva.vertex |
XVA Hypothecation Group Vertex Generators
|
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Uses of CollateralGroupVertexCloseOut in org.drip.xva.hypothecation
Methods in org.drip.xva.hypothecation that return CollateralGroupVertexCloseOut Modifier and Type Method Description static CollateralGroupVertexCloseOut
CollateralGroupVertexCloseOut. Standard(CloseOut closeOutGeneral, double uncollateralizedExposure, double collateralBalance)
Construct a Static Instance of CollateralGroupVertexCloseOut -
Uses of CollateralGroupVertexCloseOut in org.drip.xva.vertex
Methods in org.drip.xva.vertex with parameters of type CollateralGroupVertexCloseOut Modifier and Type Method Description static BurgardKjaer
BurgardKjaerBuilder. DealerPortfolioBuilder(JulianDate anchorDate, CollateralGroupVertexExposure collateralGroupVertexExposure, MarketEdge marketEdge, CollateralGroupVertexCloseOut collateralGroupVertexCloseOut, BurgardKjaerExposure burgardKjaerVertexExposure)
Construct a Path-wise Dynamic Dealer Portfoliostatic BurgardKjaerExposure
BurgardKjaerExposure. Initial(double uncollateralizedExposure, CollateralGroupVertexCloseOut collateralGroupVertexCloseOut)
Generate an Initial Instance of Burgard Kjaer Vertex ExposureConstructors in org.drip.xva.vertex with parameters of type CollateralGroupVertexCloseOut Constructor Description BurgardKjaer(JulianDate anchorDate, double forward, double accrued, BurgardKjaerExposure burgardKjaerVertexExposure, CollateralGroupVertexCloseOut collateralGroupCloseOut, ReplicationPortfolioVertexDealer dealerReplicationPortfolioVertex)
BurgardKjaer Constructor