Uses of Class
org.drip.xva.pde.BurgardKjaerEdgeAttribution
Package | Description |
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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 BurgardKjaerEdgeAttribution
BurgardKjaerOperator. edgeRunAttribution(MarketEdge marketEdge, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)
Generate the Time Increment Run Attribution using the Burgard Kjaer Scheme