Uses of Class
org.drip.xva.netting.FundingGroupPath
Package | Description |
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org.drip.xva.gross |
XVA Gross Adiabat Exposure Aggregation
|
org.drip.xva.strategy |
Replication Strategy Based Netting Group
|
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Uses of FundingGroupPath in org.drip.xva.gross
Methods in org.drip.xva.gross that return FundingGroupPath Modifier and Type Method Description FundingGroupPath[]
MonoPathExposureAdjustment. fundingGroupTrajectoryPathArray()
Retrieve the Array of the Funding Group Trajectory PathsConstructors in org.drip.xva.gross with parameters of type FundingGroupPath Constructor Description MonoPathExposureAdjustment(FundingGroupPath[] fundingGroupPathArray)
MonoPathExposureAdjustment Constructor -
Uses of FundingGroupPath in org.drip.xva.strategy
Subclasses of FundingGroupPath in org.drip.xva.strategy Modifier and Type Class Description class
AlbaneseAndersenFundingGroupPath
AlbaneseAndersenFundingGroupPath rolls up the Path Realizations of the Sequence in a Single Path Projection Run over Multiple Collateral Groups onto a Single Funding Group in accordance with the Albanese Andersen (2014) Scheme.