Uses of Class
org.drip.xva.vertex.BurgardKjaer

Packages that use BurgardKjaer

Package	Description
org.drip.xva.vertex	XVA Hypothecation Group Vertex Generators

Uses of BurgardKjaer in org.drip.xva.vertex

Methods in org.drip.xva.vertex that return BurgardKjaer

Modifier and Type	Method	Description
static BurgardKjaer	BurgardKjaerBuilder.DealerPortfolioBuilder(JulianDate anchorDate, CollateralGroupVertexExposure collateralGroupVertexExposure, MarketEdge marketEdge, CollateralGroupVertexCloseOut collateralGroupVertexCloseOut, BurgardKjaerExposure burgardKjaerVertexExposure)	Construct a Path-wise Dynamic Dealer Portfolio
static BurgardKjaer	BurgardKjaerBuilder.GoldPlatedTwoWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using a Fully Collateralized Strategy, i.e., also referred to as the 2 Way Gold Plated CSA
static BurgardKjaer	BurgardKjaerBuilder.HedgeErrorDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, double hedgeError, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using the specified Hedge Error with Two Dealer Bonds
static BurgardKjaer	BurgardKjaerBuilder.Initial(JulianDate anchorDate, double forward, MarketVertex marketVertex, CloseOut closeOutScheme)	Construct the Initial Dynamic Dealer Portfolio
static BurgardKjaer	BurgardKjaerBuilder.OneWayCSA(JulianDate anchorDate, double exposure, double realizedCashFlow, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using One Way CSA
static BurgardKjaer	BurgardKjaerBuilder.SemiReplicationDualBond(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, MarketEdge marketEdge, CloseOut closeOutScheme)	Construct a Standard Instance of BurgardKjaerVertex using semi-replication with no Short-fall at own Default using Two Bonds
static BurgardKjaer	BurgardKjaerBuilder.SetOff(JulianDate anchorDate, double exposure, double realizedCashFlow, double collateralBalance, MarketEdge marketEdge)	Construct a Standard Instance of BurgardKjaerVertex using the "Set Off" Legal Agreement Scheme