setCollateralCredit(double) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
setCollateralForward(double) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
setCollateralFunding(double) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
setCollateralFX(double) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
setCreditForward(double) | | 80% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
setCreditFunding(double) | | 80% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
setCreditFX(double) | | 80% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
setForwardFunding(double) | | 80% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
setForwardFX(double) | | 80% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
setFundingFX(double) | | 80% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
ConvexityAdjustment() | | 100% | | n/a | 0 | 1 | 0 | 12 | 0 | 1 |
cumulative() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralCredit() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralForward() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralFunding() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralFX() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
creditForward() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
creditFunding() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
creditFX() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
forwardFunding() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
forwardFX() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
fundingFX() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |