baselExposureDigest(StandardizedExposureGeneratorScheme) | | 0% | | 0% | 11 | 11 | 48 | 48 | 1 | 1 |
uncollateralizedExposure() | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
uncollateralizedExposurePV() | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
uncollateralizedPositiveExposure() | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
uncollateralizedPositiveExposurePV() | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
uncollateralizedNegativeExposure() | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
uncollateralizedNegativeExposurePV() | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
fundingExposure() | | 0% | | 0% | 5 | 5 | 12 | 12 | 1 | 1 |
fundingExposurePV() | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
ftdcolva() | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
udva() | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
ftddva() | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
digest() | | 98% | | 100% | 0 | 5 | 6 | 111 | 0 | 1 |
colva() | | 84% | | 100% | 0 | 2 | 3 | 9 | 0 | 1 |
ucva() | | 84% | | 100% | 0 | 2 | 3 | 9 | 0 | 1 |
ftdcva() | | 84% | | 100% | 0 | 2 | 3 | 9 | 0 | 1 |
cvacl() | | 84% | | 100% | 0 | 2 | 3 | 9 | 0 | 1 |
dva() | | 84% | | 100% | 0 | 2 | 3 | 9 | 0 | 1 |
fva() | | 84% | | 100% | 0 | 2 | 3 | 9 | 0 | 1 |
fda() | | 84% | | 100% | 0 | 2 | 3 | 9 | 0 | 1 |
ExposureAdjustmentAggregator(PathExposureAdjustment[]) | | 77% | | 50% | 2 | 3 | 1 | 5 | 0 | 1 |
pathExposureAdjustmentArray() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
dva2() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
collateralizedExposure() | | 100% | | 100% | 0 | 5 | 0 | 13 | 0 | 1 |
collateralizedExposurePV() | | 100% | | 100% | 0 | 5 | 0 | 13 | 0 | 1 |
collateralizedPositiveExposure() | | 100% | | 100% | 0 | 5 | 0 | 13 | 0 | 1 |
collateralizedPositiveExposurePV() | | 100% | | 100% | 0 | 5 | 0 | 13 | 0 | 1 |
collateralizedNegativeExposure() | | 100% | | 100% | 0 | 5 | 0 | 13 | 0 | 1 |
collateralizedNegativeExposurePV() | | 100% | | 100% | 0 | 5 | 0 | 13 | 0 | 1 |
fca() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
fba() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
sfva() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
total() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
vertexDates() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
cva() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |