Uses of Class
org.drip.xva.proto.PositionGroupSpecification

Packages that use PositionGroupSpecification

Package	Description
org.drip.exposure.mpor	Margin Period Collateral Amount Estimation
org.drip.xva.dynamics	XVA Dynamics - Settings and Evolution
org.drip.xva.proto	Collateral, Counter Party, Netting Groups
org.drip.xva.topology	Collateral, Credit/Debt, Funding Topologies

Uses of PositionGroupSpecification in org.drip.exposure.mpor

Methods in org.drip.exposure.mpor that return PositionGroupSpecification

Modifier and Type	Method	Description
PositionGroupSpecification	CollateralAmountEstimator.positionGroupSpecification()	Retrieve the Position Group Specification

Constructors in org.drip.exposure.mpor with parameters of type PositionGroupSpecification

Constructor	Description
CollateralAmountEstimator(PositionGroupSpecification positionGroupSpecification, BrokenDateInterpolator brokenDateInterpolator, double currentBalance)	CollateralAmountEstimator Constructor

Uses of PositionGroupSpecification in org.drip.xva.dynamics

Methods in org.drip.xva.dynamics that return PositionGroupSpecification

Modifier and Type	Method	Description
PositionGroupSpecification	PositionGroupTrajectory.positionGroupSpecification()	Retrieve the Position Group Specification

Constructors in org.drip.xva.dynamics with parameters of type PositionGroupSpecification

Constructor	Description
PositionGroupTrajectory(PositionGroupSpecification positionGroupSpecification, MarketPath marketPath, double[][] positionGroupArrayVertex)	PositionGroupTrajectory Constructor

Uses of PositionGroupSpecification in org.drip.xva.proto

Methods in org.drip.xva.proto that return PositionGroupSpecification

Modifier and Type	Method	Description
static PositionGroupSpecification	PositionGroupSpecification.FixedThreshold(java.lang.String name, double clientThreshold, double dealerThreshold, int positionReplicationScheme, int brokenDateScheme, double hedgeError, int closeOutScheme)	Generate a Fixed-Threshold Instance of the Named Position Group
PositionGroupSpecification	PositionSchemaSpecification.positionGroupSpecification()	Retrieve the Margin Group Specification
static PositionGroupSpecification	PositionGroupSpecification.ZeroThreshold(java.lang.String name, int positionReplicationScheme, int brokenDateScheme, double hedgeError, int closeOutScheme)	Generate a Zero-Threshold Instance of the Named Position Group

Constructors in org.drip.xva.proto with parameters of type PositionGroupSpecification

Constructor	Description
PositionSchemaSpecification(java.lang.String id, java.lang.String name, PositionGroupSpecification positionGroupSpecification, CollateralGroupSpecification collateralGroupSpecification, CreditDebtGroupSpecification creditDebtGroupSpecification, FundingGroupSpecification fundingGroupSpecification)	PositionSchemaSpecification Constructor

Uses of PositionGroupSpecification in org.drip.xva.topology

Methods in org.drip.xva.topology that return PositionGroupSpecification

Modifier and Type	Method	Description
PositionGroupSpecification	PositionGroup.positionGroupSpecification()	Retrieve the Position Group Specification

Constructors in org.drip.xva.topology with parameters of type PositionGroupSpecification

Constructor	Description
PositionGroup(java.lang.String id, java.lang.String name, PositionGroupSpecification positionGroupSpecification)	PositionGroup Constructor