Uses of Class
org.drip.xva.pde.BurgardKjaerEdgeAttribution
| Package | Description |
|---|---|
| org.drip.xva.pde |
Burgard Kjaer PDE Evolution Scheme
|
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Uses of BurgardKjaerEdgeAttribution in org.drip.xva.pde
Methods in org.drip.xva.pde that return BurgardKjaerEdgeAttribution Modifier and Type Method Description BurgardKjaerEdgeAttributionBurgardKjaerOperator. edgeRunAttribution(MarketEdge marketEdge, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)Generate the Time Increment Run Attribution using the Burgard Kjaer Scheme