Package org.drip.xva.topology

Collateral, Credit/Debt, Funding Topologies

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
Adiabat	Adiabat represents the Directed Graph of all the Encompassing Funding Groups inside of a Closed System (i.e., Adiabat).
AdiabatMarketParams	AdiabatMarketParams contains the Market Parameters that correspond to a given Adiabat.
CollateralGroup	CollateralGroup represents an Aggregation of Position Groups over a common Collateral Specification.
CreditDebtGroup	CreditDebtGroup represents an Aggregation of Collateral Groups with a common Credit Debt Specification.
FundingGroup	FundingGroup represents an Aggregation of Credit Debt Groups with a common Funding Group Specification.
PositionGroup	PositionGroup contains the Named Position Group Instance and Specification.