Uses of Class
org.drip.xva.netting.CollateralGroupPath
Package | Description |
---|---|
org.drip.exposure.holdings |
Holdings Exposure - Position and Dependencies
|
org.drip.xva.netting |
Credit/Debt/Funding Netting Groups
|
org.drip.xva.strategy |
Replication Strategy Based Netting Group
|
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Uses of CollateralGroupPath in org.drip.exposure.holdings
Methods in org.drip.exposure.holdings that return CollateralGroupPath Modifier and Type Method Description CollateralGroupPath
PositionGroup. collateralGroupPath()
Retrieve the Collateral Group PathCollateralGroupPath[]
PositionGroupSegment. collateralGroupPathArray()
Retrieve the Position Group Collateral Path ArrayCollateralGroupPath[][]
PositionGroupContainer. creditDebtSegmentPaths()
Retrieve the Array of Position Groups Collected into Credit Debt Group Collateral Vertex PathsCollateralGroupPath[][]
PositionGroupContainer. fundingSegmentPaths()
Retrieve the Array of Position Groups Collected into Funding Group Collateral Vertex PathsMethods in org.drip.exposure.holdings with parameters of type CollateralGroupPath Modifier and Type Method Description boolean
PositionGroup. setCollateralGroupPath(CollateralGroupPath collateralGroupPath)
Set the Collateral Group Pathboolean
PositionGroupContainer. setCollateralGroupPath(int positionGroupIndex, CollateralGroupPath collateralGroupPath)
Set the Specific Position Group's Collateral Group Path -
Uses of CollateralGroupPath in org.drip.xva.netting
Methods in org.drip.xva.netting that return CollateralGroupPath Modifier and Type Method Description CollateralGroupPath[]
CreditDebtGroupPath. collateralGroupPaths()
Retrieve the Array of the Position Hypothecation Group Trajectory Paths -
Uses of CollateralGroupPath in org.drip.xva.strategy
Methods in org.drip.xva.strategy with parameters of type CollateralGroupPath Modifier and Type Method Description static AlbaneseAndersenNettingGroupPath
AlbaneseAndersenNettingGroupPath. Mono(CollateralGroupPath collateralGroupPath, MarketPath marketPath)
Generate a "Mono" AlbaneseAndersenNettingGroupPath InstanceConstructors in org.drip.xva.strategy with parameters of type CollateralGroupPath Constructor Description AlbaneseAndersenNettingGroupPath(CollateralGroupPath[] collateralGroupPathArray, MarketPath marketPath)
AlbaneseAndersenNettingGroupPath Constructor