Package org.drip.xva.proto

Class ObjectSpecification

java.lang.Object
org.drip.xva.proto.ObjectSpecification
Direct Known Subclasses:
Adiabat, CollateralGroup, CollateralGroupSpecification, CreditDebtGroup, CreditDebtGroupSpecification, FundingGroup, FundingGroupSpecification, PositionGroup, PositionGroupSpecification, PositionSchemaSpecification
public class ObjectSpecification
extends java.lang.Object
ObjectSpecification contains the Specification Base of a Named Object. The References are:

  • Albanese, C., L. Andersen, and, S. Iabichino (2015): The FVA Puzzle: Accounting, Risk Management, and Collateral Trading https://papers.ssrn.com/sol3/paper.cfm?abstract_id_2517301 eSSRN
  • Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party Risk and Funding Costs Journal of Credit Risk 7 (3) 1-19
  • Burgard, C., and M. Kjaer (2014): In the Balance Risk 24 (11) 72-75
  • Li, B., and Y. Tang (2007): Quantitative Analysis, Derivatives Modeling, and Trading Strategies in the Presence of Counter-party Credit Risk for the Fixed Income Market World Scientific Publishing Singapore
  • Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing Risk 21 (2) 97-102




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ObjectSpecification​(java.lang.String id, java.lang.String name)
    ObjectSpecification Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String id()
    Retrieve the Exposure Roll Up Group ID
    java.lang.String name()
    Retrieve the Exposure Roll Up Group Name

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ObjectSpecification

      public ObjectSpecification​(java.lang.String id, java.lang.String name) throws java.lang.Exception
      ObjectSpecification Constructor
      Parameters:
      id - The Exposure Roll Up Group ID
      name - The Exposure Roll Up Group Name
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • id

      public java.lang.String id()
      Retrieve the Exposure Roll Up Group ID
      Returns:
      The Exposure Roll Up Group ID

    • name

      public java.lang.String name()
      Retrieve the Exposure Roll Up Group Name
      Returns:
      The Exposure Roll Up Group Name