Uses of Class
org.drip.xva.pde.BurgardKjaerEdgeRun
Package | Description |
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org.drip.xva.pde |
Burgard Kjaer PDE Evolution Scheme
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Uses of BurgardKjaerEdgeRun in org.drip.xva.pde
Methods in org.drip.xva.pde that return BurgardKjaerEdgeRun Modifier and Type Method Description BurgardKjaerEdgeRun
BurgardKjaerOperator. edgeRun(MarketEdge marketEdge, EvolutionTrajectoryVertex initialTrajectoryVertex, double collateral)
Generate the Derivative Value Time Increment using the Burgard Kjaer Scheme