Uses of Class
org.drip.xva.vertex.BurgardKjaerExposure
Package | Description |
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org.drip.xva.vertex |
XVA Hypothecation Group Vertex Generators
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Uses of BurgardKjaerExposure in org.drip.xva.vertex
Methods in org.drip.xva.vertex that return BurgardKjaerExposure Modifier and Type Method Description static BurgardKjaerExposure
BurgardKjaerExposure. Initial(double uncollateralizedExposure, CollateralGroupVertexCloseOut collateralGroupVertexCloseOut)
Generate an Initial Instance of Burgard Kjaer Vertex ExposureMethods in org.drip.xva.vertex with parameters of type BurgardKjaerExposure 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 PortfolioConstructors in org.drip.xva.vertex with parameters of type BurgardKjaerExposure Constructor Description BurgardKjaer(JulianDate anchorDate, double forward, double accrued, BurgardKjaerExposure burgardKjaerVertexExposure, CollateralGroupVertexCloseOut collateralGroupCloseOut, ReplicationPortfolioVertexDealer dealerReplicationPortfolioVertex)
BurgardKjaer Constructor