ExposureAdjustmentDigest.java

  1. package org.drip.xva.gross;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * 
  13.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  14.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  15.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  16.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  17.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  18.  *      and computational support.
  19.  *  
  20.  *      https://lakshmidrip.github.io/DROP/
  21.  *  
  22.  *  DROP is composed of three modules:
  23.  *  
  24.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  25.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  26.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  27.  * 
  28.  *  DROP Product Core implements libraries for the following:
  29.  *  - Fixed Income Analytics
  30.  *  - Loan Analytics
  31.  *  - Transaction Cost Analytics
  32.  * 
  33.  *  DROP Portfolio Core implements libraries for the following:
  34.  *  - Asset Allocation Analytics
  35.  *  - Asset Liability Management Analytics
  36.  *  - Capital Estimation Analytics
  37.  *  - Exposure Analytics
  38.  *  - Margin Analytics
  39.  *  - XVA Analytics
  40.  * 
  41.  *  DROP Computational Core implements libraries for the following:
  42.  *  - Algorithm Support
  43.  *  - Computation Support
  44.  *  - Function Analysis
  45.  *  - Model Validation
  46.  *  - Numerical Analysis
  47.  *  - Numerical Optimizer
  48.  *  - Spline Builder
  49.  *  - Statistical Learning
  50.  * 
  51.  *  Documentation for DROP is Spread Over:
  52.  * 
  53.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  54.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  55.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  56.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  57.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  58.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  59.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  60.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  61.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  62.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  63.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  64.  * 
  65.  *  Licensed under the Apache License, Version 2.0 (the "License");
  66.  *      you may not use this file except in compliance with the License.
  67.  *   
  68.  *  You may obtain a copy of the License at
  69.  *      http://www.apache.org/licenses/LICENSE-2.0
  70.  *  
  71.  *  Unless required by applicable law or agreed to in writing, software
  72.  *      distributed under the License is distributed on an "AS IS" BASIS,
  73.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  74.  *  
  75.  *  See the License for the specific language governing permissions and
  76.  *      limitations under the License.
  77.  */

  79. /**
  80.  * <i>ExposureAdjustmentDigest</i> holds the "thin" Statistics of the Aggregations across Multiple Path
  81.  * Projection Runs along the Granularity of a Counter Party Group (i.e., across multiple Funding and
  82.  * Credit/Debt Netting groups). The References are:
  83.  *
  84.  *  <br><br>
  85.  *  <ul>
  86.  *      <li>
  87.  *          Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party
  88.  *              Risk and Funding Costs <i>Journal of Credit Risk</i> <b>7 (3)</b> 1-19
  89.  *      </li>
  90.  *      <li>
  91.  *          Burgard, C., and M. Kjaer (2014): In the Balance <i>Risk</i> <b>24 (11)</b> 72-75
  92.  *      </li>
  93.  *      <li>
  94.  *          Gregory, J. (2009): Being Two-faced over Counter-party Credit Risk <i>Risk</i> <b>20 (2)</b>
  95.  *              86-90
  96.  *      </li>
  97.  *      <li>
  98.  *          Li, B., and Y. Tang (2007): <i>Quantitative Analysis, Derivatives Modeling, and Trading
  99.  *              Strategies in the Presence of Counter-party Credit Risk for the Fixed Income Market</i>
  100.  *              <b>World Scientific Publishing</b> Singapore
  101.  *      </li>
  102.  *      <li>
  103.  *          Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing
  104.  *              <i>Risk</i> <b>21 (2)</b> 97-102
  105.  *      </li>
  106.  *  </ul>
  107.  *
  108.  *  <br><br>
  109.  *  <ul>
  110.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
  111.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/XVAAnalyticsLibrary.md">XVA Analytics Library</a></li>
  112.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/xva/README.md">Valuation Adjustments that account for Collateral, CC Credit/Debt and Funding Overhead</a></li>
  113.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/xva/gross/README.md">XVA Gross Adiabat Exposure Aggregation</a></li>
  114.  *  </ul>
  115.  * <br><br>
  116.  * 
  117.  * @author Lakshmi Krishnamurthy
  118.  */

  120. public class ExposureAdjustmentDigest
  121. {
  122.     private org.drip.measure.statistics.UnivariateDiscreteThin _cvaThinStatistics = null;
  123.     private org.drip.measure.statistics.UnivariateDiscreteThin _dvaThinStatistics = null;
  124.     private org.drip.measure.statistics.UnivariateDiscreteThin _fbaThinStatistics = null;
  125.     private org.drip.measure.statistics.UnivariateDiscreteThin _fcaThinStatistics = null;
  126.     private org.drip.measure.statistics.UnivariateDiscreteThin _fdaThinStatistics = null;
  127.     private org.drip.measure.statistics.UnivariateDiscreteThin _fvaThinStatistics = null;
  128.     private org.drip.measure.statistics.UnivariateDiscreteThin _ucvaThinStatistics = null;
  129.     private org.drip.measure.statistics.UnivariateDiscreteThin _sfvaThinStatistics = null;
  130.     private org.drip.measure.statistics.UnivariateDiscreteThin _cvaclThinStatistics = null;
  131.     private org.drip.measure.statistics.UnivariateDiscreteThin _ftdcvaThinStatistics = null;
  132.     private org.drip.measure.statistics.UnivariateDiscreteThin _ucolvaThinStatistics = null;
  133.     private org.drip.measure.statistics.UnivariateDiscreteThin _totalvaThinStatistics = null;
  134.     private org.drip.measure.statistics.UnivariateDiscreteThin _ftdcolvaThinStatistics = null;
  135.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  136.         _collateralizedExposureThinStatistics = null;
  137.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  138.         _uncollateralizedExposureThinStatisticsArray = null;
  139.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  140.         _collateralizedExposureThinStatisticsPV = null;
  141.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  142.         _uncollateralizedExposurePVThinStatisticsArray = null;
  143.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  144.         _collateralizedPositiveExposureThinStatisticsArray = null;
  145.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  146.         _collateralizedNegativeExposureThinStatisticsArray = null;
  147.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  148.         _uncollateralizedPositiveExposureThinStatisticsArray = null;
  149.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  150.         _uncollateralizedNegativeExposureThinStatisticsArray = null;
  151.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  152.         _collateralizedPositiveExposurePVThinStatisticsArray = null;
  153.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  154.         _collateralizedNegativeExposurePVThinStatisticsArray = null;
  155.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  156.         _uncollateralizedPositiveExposurePVThinStatisticsArray = null;
  157.     private org.drip.measure.statistics.UnivariateDiscreteThin[]
  158.         _uncollateralizedNegativeExposurePVThinStatisticsArray = null;
  159.     private org.drip.measure.statistics.UnivariateDiscreteThin[] _fundingExposureThinStatisticsArray = null;
  160.     private org.drip.measure.statistics.UnivariateDiscreteThin[] _fundingExposurePVThinStatisticsArray = null;

  162.     /**
  163.      * ExposureAdjustmentDigest Constructor
  164.      * 
  165.      * @param ucolva The Array of Unilateral Collateral VA
  166.      * @param ftdcolva The Array of Bilateral Collateral VA
  167.      * @param ucva The Array of UCVA
  168.      * @param ftdcva The Array of FTD CVA
  169.      * @param cva The Array of CVA
  170.      * @param cvacl The Array of CVA Contra-Liabilities
  171.      * @param dva The Array of DVA
  172.      * @param fva The Array of FVA
  173.      * @param fda The Array of FDA
  174.      * @param fca The Array of FCA
  175.      * @param fba The Array of FBA
  176.      * @param sfva The Array of SFVA
  177.      * @param totalVA The Array of Total VA
  178.      * @param collateralizedExposure Double Array of Collateralized Exposure
  179.      * @param collateralizedExposurePV Double Array of Collateralized Exposure PV
  180.      * @param collateralizedPositiveExposure Double Array of Collateralized Positive Exposure
  181.      * @param collateralizedPositiveExposurePV Double Array of Collateralized Positive Exposure PV
  182.      * @param collateralizedNegativeExposure Double Array of Collateralized Negative Exposure
  183.      * @param collateralizedNegativeExposurePV Double Array of Collateralized Negative Exposure PV
  184.      * @param uncollateralizedExposure Double Array of Uncollateralized Exposure
  185.      * @param uncollateralizedExposurePV Double Array of Uncollateralized Exposure PV
  186.      * @param uncollateralizedPositiveExposure Double Array of Uncollateralized Positive Exposure
  187.      * @param uncollateralizedPositiveExposurePV Double Array of Uncollateralized Positive Exposure PV
  188.      * @param uncollateralizedNegativeExposure Double Array of Uncollateralized Negative Exposure
  189.      * @param uncollateralizedNegativeExposurePV Double Array of Uncollateralized Negative Exposure PV
  190.      * @param fundingExposure Double Array of Funding Exposure
  191.      * @param fundingExposurePV Double Array of Funding Exposure PV
  192.      * 
  193.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  194.      */

  196.     public ExposureAdjustmentDigest (
  197.         final double[] ucolva,
  198.         final double[] ftdcolva,
  199.         final double[] ucva,
  200.         final double[] ftdcva,
  201.         final double[] cva,
  202.         final double[] cvacl,
  203.         final double[] dva,
  204.         final double[] fva,
  205.         final double[] fda,
  206.         final double[] fca,
  207.         final double[] fba,
  208.         final double[] sfva,
  209.         final double[] totalVA,
  210.         final double[][] collateralizedExposure,
  211.         final double[][] collateralizedExposurePV,
  212.         final double[][] collateralizedPositiveExposure,
  213.         final double[][] collateralizedPositiveExposurePV,
  214.         final double[][] collateralizedNegativeExposure,
  215.         final double[][] collateralizedNegativeExposurePV,
  216.         final double[][] uncollateralizedExposure,
  217.         final double[][] uncollateralizedExposurePV,
  218.         final double[][] uncollateralizedPositiveExposure,
  219.         final double[][] uncollateralizedPositiveExposurePV,
  220.         final double[][] uncollateralizedNegativeExposure,
  221.         final double[][] uncollateralizedNegativeExposurePV,
  222.         final double[][] fundingExposure,
  223.         final double[][] fundingExposurePV)
  224.         throws java.lang.Exception
  225.     {
  226.         if (null == ucolva ||
  227.             null == ftdcolva ||
  228.             null == ucva ||
  229.             null == ftdcva ||
  230.             null == cva ||
  231.             null == cvacl ||
  232.             null == dva ||
  233.             null == fva ||
  234.             null == fca ||
  235.             null == fba ||
  236.             null == sfva ||
  237.             null == totalVA ||
  238.             null == collateralizedExposure ||
  239.             null == collateralizedExposurePV ||
  240.             null == collateralizedPositiveExposure ||
  241.             null == collateralizedPositiveExposurePV ||
  242.             null == collateralizedNegativeExposure ||
  243.             null == collateralizedNegativeExposurePV ||
  244.             null == uncollateralizedExposure ||
  245.             null == uncollateralizedExposurePV ||
  246.             null == uncollateralizedPositiveExposure ||
  247.             null == uncollateralizedPositiveExposurePV ||
  248.             null == uncollateralizedNegativeExposure ||
  249.             null == uncollateralizedNegativeExposurePV ||
  250.             null == fundingExposure ||
  251.             null == fundingExposurePV)
  252.         {
  253.             throw new java.lang.Exception ("ExposureAdjustmentDigest Constructor => Invalid Inputs");
  254.         }

  256.         _ucolvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (ucolva);

  258.         _ftdcolvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (ftdcolva);

  260.         _ucvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (ucva);

  262.         _ftdcvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (ftdcva);

  264.         _cvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (cva);

  266.         _cvaclThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (cvacl);

  268.         _dvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (dva);

  270.         _fvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (fva);

  272.         _fdaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (fda);

  274.         _fcaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (fca);

  276.         _fbaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (fba);

  278.         _sfvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (sfva);

  280.         _totalvaThinStatistics = new org.drip.measure.statistics.UnivariateDiscreteThin (totalVA);

  282.         int vertexCount = collateralizedExposure.length;
  283.         _collateralizedExposureThinStatistics = new
  284.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  285.         _uncollateralizedExposureThinStatisticsArray = new
  286.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  287.         _collateralizedExposureThinStatisticsPV = new
  288.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  289.         _uncollateralizedExposurePVThinStatisticsArray = new
  290.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  291.         _collateralizedPositiveExposureThinStatisticsArray = new
  292.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  293.         _collateralizedPositiveExposurePVThinStatisticsArray = new
  294.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  295.         _collateralizedNegativeExposureThinStatisticsArray = new
  296.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  297.         _collateralizedNegativeExposurePVThinStatisticsArray = new
  298.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  299.         _uncollateralizedPositiveExposureThinStatisticsArray = new
  300.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  301.         _uncollateralizedPositiveExposurePVThinStatisticsArray = new
  302.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  303.         _uncollateralizedNegativeExposureThinStatisticsArray = new
  304.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  305.         _uncollateralizedNegativeExposurePVThinStatisticsArray = new
  306.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  307.         _fundingExposureThinStatisticsArray = new
  308.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];
  309.         _fundingExposurePVThinStatisticsArray = new
  310.             org.drip.measure.statistics.UnivariateDiscreteThin[vertexCount];

  312.         if (0 == vertexCount ||
  313.             vertexCount != collateralizedExposurePV.length ||
  314.             vertexCount != collateralizedPositiveExposure.length ||
  315.             vertexCount != collateralizedPositiveExposurePV.length ||
  316.             vertexCount != collateralizedNegativeExposure.length ||
  317.             vertexCount != collateralizedNegativeExposurePV.length ||
  318.             vertexCount != uncollateralizedExposure.length ||
  319.             vertexCount != uncollateralizedExposurePV.length ||
  320.             vertexCount != uncollateralizedPositiveExposure.length ||
  321.             vertexCount != collateralizedPositiveExposurePV.length ||
  322.             vertexCount != collateralizedNegativeExposurePV.length ||
  323.             vertexCount != collateralizedNegativeExposurePV.length ||
  324.             vertexCount != fundingExposure.length ||
  325.             vertexCount != fundingExposurePV.length)
  326.         {
  327.             throw new java.lang.Exception ("ExposureAdjustmentDigest Constructor => Invalid Inputs");
  328.         }

  330.         for (int i = 0 ; i < vertexCount; ++i)
  331.         {
  332.             _collateralizedExposureThinStatistics[i] = new
  333.                 org.drip.measure.statistics.UnivariateDiscreteThin (collateralizedExposure[i]);

  335.             _collateralizedExposureThinStatisticsPV[i] = new
  336.                 org.drip.measure.statistics.UnivariateDiscreteThin (collateralizedExposurePV[i]);

  338.             _collateralizedPositiveExposureThinStatisticsArray[i] = new
  339.                 org.drip.measure.statistics.UnivariateDiscreteThin (collateralizedPositiveExposure[i]);

  341.             _collateralizedPositiveExposurePVThinStatisticsArray[i] = new
  342.                 org.drip.measure.statistics.UnivariateDiscreteThin (collateralizedPositiveExposurePV[i]);

  344.             _collateralizedNegativeExposureThinStatisticsArray[i] = new
  345.                 org.drip.measure.statistics.UnivariateDiscreteThin (collateralizedNegativeExposure[i]);

  347.             _collateralizedNegativeExposurePVThinStatisticsArray[i] = new
  348.                 org.drip.measure.statistics.UnivariateDiscreteThin (collateralizedNegativeExposurePV[i]);

  350.             _uncollateralizedExposureThinStatisticsArray[i] = new
  351.                 org.drip.measure.statistics.UnivariateDiscreteThin (uncollateralizedExposure[i]);

  353.             _uncollateralizedExposurePVThinStatisticsArray[i] = new
  354.                 org.drip.measure.statistics.UnivariateDiscreteThin (uncollateralizedExposurePV[i]);

  356.             _uncollateralizedPositiveExposureThinStatisticsArray[i] = new
  357.                 org.drip.measure.statistics.UnivariateDiscreteThin (uncollateralizedPositiveExposure[i]);

  359.             _uncollateralizedPositiveExposurePVThinStatisticsArray[i] = new
  360.                 org.drip.measure.statistics.UnivariateDiscreteThin (uncollateralizedPositiveExposurePV[i]);

  362.             _uncollateralizedNegativeExposureThinStatisticsArray[i] = new
  363.                 org.drip.measure.statistics.UnivariateDiscreteThin (uncollateralizedNegativeExposure[i]);

  365.             _uncollateralizedNegativeExposurePVThinStatisticsArray[i] = new
  366.                 org.drip.measure.statistics.UnivariateDiscreteThin (uncollateralizedNegativeExposurePV[i]);
  367.         }
  368.     }

  370.     /**
  371.      * Retrieve the Univariate Thin Statistics for the Collateralized Exposure
  372.      * 
  373.      * @return Univariate Thin Statistics for the Collateralized Exposure
  374.      */

  376.     public org.drip.measure.statistics.UnivariateDiscreteThin[] collateralizedExposure()
  377.     {
  378.         return _collateralizedExposureThinStatistics;
  379.     }

  381.     /**
  382.      * Retrieve the Univariate Thin Statistics for the Collateralized Exposure PV
  383.      * 
  384.      * @return Univariate Thin Statistics for the Collateralized Exposure PV
  385.      */

  387.     public org.drip.measure.statistics.UnivariateDiscreteThin[] collateralizedExposurePV()
  388.     {
  389.         return _collateralizedExposureThinStatisticsPV;
  390.     }

  392.     /**
  393.      * Retrieve the Univariate Thin Statistics for the Collateralized Positive Exposure
  394.      * 
  395.      * @return Univariate Thin Statistics for the Collateralized Positive Exposure
  396.      */

  398.     public org.drip.measure.statistics.UnivariateDiscreteThin[] collateralizedPositiveExposure()
  399.     {
  400.         return _collateralizedPositiveExposureThinStatisticsArray;
  401.     }

  403.     /**
  404.      * Retrieve the Univariate Thin Statistics for the Collateralized Positive Exposure PV
  405.      * 
  406.      * @return Univariate Thin Statistics for the Collateralized Positive Exposure PV
  407.      */

  409.     public org.drip.measure.statistics.UnivariateDiscreteThin[] collateralizedPositiveExposurePV()
  410.     {
  411.         return _collateralizedPositiveExposurePVThinStatisticsArray;
  412.     }

  414.     /**
  415.      * Retrieve the Univariate Thin Statistics for the Collateralized Negative Exposure
  416.      * 
  417.      * @return Univariate Thin Statistics for the Collateralized Negative Exposure
  418.      */

  420.     public org.drip.measure.statistics.UnivariateDiscreteThin[] collateralizedNegativeExposure()
  421.     {
  422.         return _collateralizedNegativeExposureThinStatisticsArray;
  423.     }

  425.     /**
  426.      * Retrieve the Univariate Thin Statistics for the Collateralized Negative Exposure PV
  427.      * 
  428.      * @return Univariate Thin Statistics for the Collateralized Negative Exposure PV
  429.      */

  431.     public org.drip.measure.statistics.UnivariateDiscreteThin[] collateralizedNegativeExposurePV()
  432.     {
  433.         return _collateralizedNegativeExposurePVThinStatisticsArray;
  434.     }

  436.     /**
  437.      * Retrieve the Univariate Thin Statistics for the Uncollateralized Exposure
  438.      * 
  439.      * @return Univariate Thin Statistics for the Uncollateralized Exposure
  440.      */

  442.     public org.drip.measure.statistics.UnivariateDiscreteThin[] uncollateralizedExposure()
  443.     {
  444.         return _uncollateralizedExposureThinStatisticsArray;
  445.     }

  447.     /**
  448.      * Retrieve the Univariate Thin Statistics for the Uncollateralized Exposure PV
  449.      * 
  450.      * @return Univariate Thin Statistics for the Uncollateralized Exposure PV
  451.      */

  453.     public org.drip.measure.statistics.UnivariateDiscreteThin[] uncollateralizedExposurePV()
  454.     {
  455.         return _uncollateralizedExposurePVThinStatisticsArray;
  456.     }

  458.     /**
  459.      * Retrieve the Univariate Thin Statistics for the Uncollateralized Positive Exposure
  460.      * 
  461.      * @return Univariate Thin Statistics for the Uncollateralized Positive Exposure
  462.      */

  464.     public org.drip.measure.statistics.UnivariateDiscreteThin[] uncollateralizedPositiveExposure()
  465.     {
  466.         return _uncollateralizedPositiveExposureThinStatisticsArray;
  467.     }

  469.     /**
  470.      * Retrieve the Univariate Thin Statistics for the Uncollateralized Positive Exposure PV
  471.      * 
  472.      * @return Univariate Thin Statistics for the Uncollateralized Positive Exposure PV
  473.      */

  475.     public org.drip.measure.statistics.UnivariateDiscreteThin[] uncollateralizedPositiveExposurePV()
  476.     {
  477.         return _uncollateralizedPositiveExposurePVThinStatisticsArray;
  478.     }

  480.     /**
  481.      * Retrieve the Univariate Thin Statistics for the Uncollateralized Negative Exposure
  482.      * 
  483.      * @return Univariate Thin Statistics for the Uncollateralized Negative Exposure
  484.      */

  486.     public org.drip.measure.statistics.UnivariateDiscreteThin[] uncollateralizedNegativeExposure()
  487.     {
  488.         return _uncollateralizedNegativeExposureThinStatisticsArray;
  489.     }

  491.     /**
  492.      * Retrieve the Univariate Thin Statistics for the Uncollateralized Negative Exposure PV
  493.      * 
  494.      * @return Univariate Thin Statistics for the Uncollateralized Negative Exposure PV
  495.      */

  497.     public org.drip.measure.statistics.UnivariateDiscreteThin[] uncollateralizedNegativeExposurePV()
  498.     {
  499.         return _uncollateralizedNegativeExposurePVThinStatisticsArray;
  500.     }

  502.     /**
  503.      * Retrieve the Univariate Thin Statistics for the Funding Exposure
  504.      * 
  505.      * @return Univariate Thin Statistics for the Funding Exposure
  506.      */

  508.     public org.drip.measure.statistics.UnivariateDiscreteThin[] fundingExposure()
  509.     {
  510.         return _fundingExposureThinStatisticsArray;
  511.     }

  513.     /**
  514.      * Retrieve the Univariate Thin Statistics for the Funding Exposure PV
  515.      * 
  516.      * @return Univariate Thin Statistics for the Funding Exposure PV
  517.      */

  519.     public org.drip.measure.statistics.UnivariateDiscreteThin[] fundingExposurePV()
  520.     {
  521.         return _fundingExposurePVThinStatisticsArray;
  522.     }

  524.     /**
  525.      * Retrieve the Univariate Thin Statistics for Unilateral Collateral VA
  526.      * 
  527.      * @return Univariate Thin Statistics for Unilateral Collateral VA
  528.      */

  530.     public org.drip.measure.statistics.UnivariateDiscreteThin ucolva()
  531.     {
  532.         return _ucolvaThinStatistics;
  533.     }

  535.     /**
  536.      * Retrieve the Univariate Thin Statistics for Bilateral Collateral VA
  537.      * 
  538.      * @return Univariate Thin Statistics for Bilateral Collateral VA
  539.      */

  541.     public org.drip.measure.statistics.UnivariateDiscreteThin ftdcolva()
  542.     {
  543.         return _ftdcolvaThinStatistics;
  544.     }

  546.     /**
  547.      * Retrieve the Univariate Thin Statistics for UCVA
  548.      * 
  549.      * @return Univariate Thin Statistics for UCVA
  550.      */

  552.     public org.drip.measure.statistics.UnivariateDiscreteThin ucva()
  553.     {
  554.         return _ucvaThinStatistics;
  555.     }

  557.     /**
  558.      * Retrieve the Univariate Thin Statistics for FTD CVA
  559.      * 
  560.      * @return Univariate Thin Statistics for FTD CVA
  561.      */

  563.     public org.drip.measure.statistics.UnivariateDiscreteThin ftdcva()
  564.     {
  565.         return _ftdcvaThinStatistics;
  566.     }

  568.     /**
  569.      * Retrieve the Univariate Thin Statistics for CVA
  570.      * 
  571.      * @return Univariate Thin Statistics for CVA
  572.      */

  574.     public org.drip.measure.statistics.UnivariateDiscreteThin cva()
  575.     {
  576.         return _cvaThinStatistics;
  577.     }

  579.     /**
  580.      * Retrieve the Univariate Thin Statistics for CVA Contra-Liabilities
  581.      * 
  582.      * @return Univariate Thin Statistics for CVA Contra-Liabilities
  583.      */

  585.     public org.drip.measure.statistics.UnivariateDiscreteThin cvacl()
  586.     {
  587.         return _cvaclThinStatistics;
  588.     }

  590.     /**
  591.      * Retrieve the Univariate Thin Statistics for DVA
  592.      * 
  593.      * @return Univariate Thin Statistics for DVA
  594.      */

  596.     public org.drip.measure.statistics.UnivariateDiscreteThin dva()
  597.     {
  598.         return _dvaThinStatistics;
  599.     }

  601.     /**
  602.      * Retrieve the Univariate Thin Statistics for FVA
  603.      * 
  604.      * @return Univariate Thin Statistics for FVA
  605.      */

  607.     public org.drip.measure.statistics.UnivariateDiscreteThin fva()
  608.     {
  609.         return _fvaThinStatistics;
  610.     }

  612.     /**
  613.      * Retrieve the Univariate Thin Statistics for FDA
  614.      * 
  615.      * @return Univariate Thin Statistics for FDA
  616.      */

  618.     public org.drip.measure.statistics.UnivariateDiscreteThin fda()
  619.     {
  620.         return _fdaThinStatistics;
  621.     }

  623.     /**
  624.      * Retrieve the Univariate Thin Statistics for DVA2
  625.      * 
  626.      * @return Univariate Thin Statistics for DVA2
  627.      */

  629.     public org.drip.measure.statistics.UnivariateDiscreteThin dva2()
  630.     {
  631.         return _fdaThinStatistics;
  632.     }

  634.     /**
  635.      * Retrieve the Univariate Thin Statistics for FCA
  636.      * 
  637.      * @return Univariate Thin Statistics for FCA
  638.      */

  640.     public org.drip.measure.statistics.UnivariateDiscreteThin fca()
  641.     {
  642.         return _fcaThinStatistics;
  643.     }

  645.     /**
  646.      * Retrieve the Univariate Thin Statistics for FBA
  647.      * 
  648.      * @return Univariate Thin Statistics for FBA
  649.      */

  651.     public org.drip.measure.statistics.UnivariateDiscreteThin fba()
  652.     {
  653.         return _fbaThinStatistics;
  654.     }

  656.     /**
  657.      * Retrieve the Univariate Thin Statistics for SFVA
  658.      * 
  659.      * @return Univariate Thin Statistics for SFVA
  660.      */

  662.     public org.drip.measure.statistics.UnivariateDiscreteThin sfva()
  663.     {
  664.         return _sfvaThinStatistics;
  665.     }

  667.     /**
  668.      * Retrieve the Univariate Thin Statistics for Total VA
  669.      * 
  670.      * @return Univariate Thin Statistics for Total VA
  671.      */

  673.     public org.drip.measure.statistics.UnivariateDiscreteThin totalVA()
  674.     {
  675.         return _totalvaThinStatistics;
  676.     }
  677. }
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