ExposureAdjustmentDigest(double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][], double[][]) | | 97% | | 51% | 40 | 42 | 2 | 74 | 0 | 1 |
collateralizedPositiveExposurePV() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
collateralizedNegativeExposurePV() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
uncollateralizedPositiveExposurePV() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
uncollateralizedNegativeExposurePV() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
fundingExposure() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
fundingExposurePV() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
ucolva() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
ftdcolva() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
dva2() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
collateralizedExposure() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralizedExposurePV() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralizedPositiveExposure() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralizedNegativeExposure() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
uncollateralizedExposure() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
uncollateralizedExposurePV() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
uncollateralizedPositiveExposure() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
uncollateralizedNegativeExposure() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
ucva() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
ftdcva() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
cva() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
cvacl() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
dva() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
fva() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
fda() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
fca() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
fba() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
sfva() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
totalVA() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |