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

Packages that use CollateralGroupVertexExposure

Package	Description
org.drip.xva.hypothecation	XVA Hypothecation Group Amount Estimation
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of CollateralGroupVertexExposure in org.drip.xva.hypothecation

Subclasses of CollateralGroupVertexExposure in org.drip.xva.hypothecation

Modifier and Type	Class	Description
class	CollateralGroupVertex	CollateralGroupVertex holds the Vertex Exposures of a Projected Path of a Simulation Run of a Collateral Hypothecation Group.

Methods in org.drip.xva.hypothecation that return CollateralGroupVertexExposure

Modifier and Type	Method	Description
static CollateralGroupVertexExposure	CollateralGroupVertexExposure.VariationMarginOnly(double variationMarginEstimate)	Construct the Variation Margin CollateralGroupVertexExposure Instance

Uses of CollateralGroupVertexExposure in org.drip.xva.vertex

Subclasses of CollateralGroupVertexExposure 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.

Methods in org.drip.xva.vertex with parameters of type CollateralGroupVertexExposure

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 Portfolio