GroupPathExposureAdjustment.java

package org.drip.xva.gross;

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

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * Copyright (C) 2018 Lakshmi Krishnamurthy
 * Copyright (C) 2017 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
 *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
 *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
 *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
 *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
 *      and computational support.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
 * 
 *  DROP Product Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Loan Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Asset Liability Management Analytics
 *  - Capital Estimation Analytics
 *  - Exposure Analytics
 *  - Margin Analytics
 *  - XVA Analytics
 * 
 *  DROP Computational Core implements libraries for the following:
 *  - Algorithm Support
 *  - Computation Support
 *  - Function Analysis
 *  - Model Validation
 *  - Numerical Analysis
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Statistical Learning
 * 
 *  Documentation for DROP is Spread Over:
 * 
 *  - Main                     => https://lakshmidrip.github.io/DROP/
 *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
 *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
 *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
 *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
 *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
 *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
 *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
 *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
 *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
 *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * <i>GroupPathExposureAdjustment</i> cumulates the Exposures and the Adjustments across Multiple
 * Netting/Funding Groups on a Single Path Projection Run across multiple Counter Party Groups the constitute
 * a Book. The References are:
 *
 *  <br><br>
 *  <ul>
 *      <li>
 *          Albanese, C., and L. Andersen (2014): Accounting for OTC Derivatives: Funding Adjustments and the
 *              Re-Hypothecation Option https://papers.ssrn.com/sol3/paper.cfm?abstract_id=2482955
 *              <b>eSSRN</b>
 *      </li>
 *      <li>
 *          Burgard, C., and M. Kjaer (2013): Funding Strategies, Funding Costs <i>Risk</i> <b>24 (12)</b>
 *              82-87
 *      </li>
 *      <li>
 *          Burgard, C., and M. Kjaer (2014): PDE Representations of Derivatives with Bilateral Counter-party
 *              Risk and Funding Costs <i>Journal of Credit Risk</i> <b>7 (3)</b> 1-19
 *      </li>
 *      <li>
 *          Burgard, C., and M. Kjaer (2017): Derivatives Funding, Netting, and Accounting
 *              https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2534011 <b>eSSRN</b>
 *      </li>
 *      <li>
 *          Piterbarg, V. (2010): Funding Beyond Discounting: Collateral Agreements and Derivatives Pricing
 *              <i>Risk</i> <b>21 (2)</b> 97-102
 *      </li>
 *  </ul>
 *
 *  <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/PortfolioCore.md">Portfolio Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/XVAAnalyticsLibrary.md">XVA Analytics Library</a></li>
 *      <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>
 *      <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>
 *  </ul>
 * <br><br>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class GroupPathExposureAdjustment implements org.drip.xva.gross.PathExposureAdjustment
{
    private org.drip.xva.gross.MonoPathExposureAdjustment[] _monoPathExposureAdjustmentArray = null;

    /**
     * GroupPathExposureAdjustment Constructor
     * 
     * @param monoPathExposureAdjustmentArray Array of Single Counter Party Path Exposure Adjustments
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public GroupPathExposureAdjustment (
        final org.drip.xva.gross.MonoPathExposureAdjustment[] monoPathExposureAdjustmentArray)
        throws java.lang.Exception
    {
        if (null == (_monoPathExposureAdjustmentArray = monoPathExposureAdjustmentArray) ||
            0 == _monoPathExposureAdjustmentArray.length)
        {
            throw new java.lang.Exception ("GroupPathExposureAdjustment Constructor => Invalid Inputs");
        }

        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        if (0 == adiabatGroupCount)
        {
            throw new java.lang.Exception ("GroupPathExposureAdjustment Constructor => Invalid Inputs");
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            if (null == _monoPathExposureAdjustmentArray[adiabatGroupIndex])
            {
                throw new java.lang.Exception ("GroupPathExposureAdjustment Constructor => Invalid Inputs");
            }
        }
    }

    /**
     * Retrieve the Array of Counter Party Group Paths
     * 
     * @return Array of Counter Party Group Paths
     */

    public org.drip.xva.gross.MonoPathExposureAdjustment[] adiabatGroupPaths()
    {
        return _monoPathExposureAdjustmentArray;
    }

    @Override public org.drip.analytics.date.JulianDate[] vertexDates()
    {
        return _monoPathExposureAdjustmentArray[0].vertexDates();
    }

    @Override public double[] vertexCollateralizedExposure()
    {
        int vertexCount = vertexDates().length;

        double[] collateralizedExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            collateralizedExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] counterPartyGroupCollateralizedExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexCollateralizedExposure();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                collateralizedExposure[vertexIndex] += counterPartyGroupCollateralizedExposure[vertexIndex];
            }
        }

        return collateralizedExposure;
    }

    @Override public double[] vertexCollateralizedExposurePV()
    {
        int vertexCount = vertexDates().length;

        double[] collateralizedExposurePV = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int j = 0; j < vertexCount; ++j)
        {
            collateralizedExposurePV[j] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] counterPartyGroupCollateralizedExposurePV =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexCollateralizedExposurePV();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                collateralizedExposurePV[vertexIndex] +=
                    counterPartyGroupCollateralizedExposurePV[vertexIndex];
            }
        }

        return collateralizedExposurePV;
    }

    @Override public double[] vertexUncollateralizedExposure()
    {
        int vertexCount = vertexDates().length;

        double[] uncollateralizedExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            uncollateralizedExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathUncollateralizedExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexUncollateralizedExposure();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                uncollateralizedExposure[vertexIndex] += pathUncollateralizedExposure[vertexIndex];
            }
        }

        return uncollateralizedExposure;
    }

    @Override public double[] vertexUncollateralizedExposurePV()
    {
        int vertexCount = vertexDates().length;

        double[] uncollateralizedExposurePV = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            uncollateralizedExposurePV[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathUncollateralizedExposurePV =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexUncollateralizedExposurePV();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                uncollateralizedExposurePV[vertexIndex] += pathUncollateralizedExposurePV[vertexIndex];
            }
        }

        return uncollateralizedExposurePV;
    }

    @Override public double[] vertexCollateralizedPositiveExposure()
    {
        int vertexCount = vertexDates().length;

        double[] collateralizedPositiveExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            collateralizedPositiveExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathCollateralizedPositiveExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexCollateralizedPositiveExposure();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                collateralizedPositiveExposure[vertexIndex] +=
                    pathCollateralizedPositiveExposure[vertexIndex];
            }
        }

        return collateralizedPositiveExposure;
    }

    @Override public double[] vertexCollateralizedPositiveExposurePV()
    {
        int vertexCount = vertexDates().length;

        double[] collateralizedPositiveExposurePV = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            collateralizedPositiveExposurePV[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathCollateralizedPositiveExposurePV =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexCollateralizedPositiveExposurePV();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                collateralizedPositiveExposurePV[vertexIndex] +=
                    pathCollateralizedPositiveExposurePV[vertexIndex];
            }
        }

        return collateralizedPositiveExposurePV;
    }

    @Override public double[] vertexUncollateralizedPositiveExposure()
    {
        int vertexCount = vertexDates().length;

        double[] uncollateralizedPositiveExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            uncollateralizedPositiveExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathUncollateralizedPositiveExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexUncollateralizedPositiveExposure();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                uncollateralizedPositiveExposure[vertexIndex] +=
                    pathUncollateralizedPositiveExposure[vertexIndex];
            }
        }

        return uncollateralizedPositiveExposure;
    }

    @Override public double[] vertexUncollateralizedPositiveExposurePV()
    {
        int vertexCount = vertexDates().length;

        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;
        double[] uncollateralizedPositiveExposurePV = new double[vertexCount];

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            uncollateralizedPositiveExposurePV[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathUncollateralizedPositiveExposurePV =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexUncollateralizedPositiveExposurePV();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                uncollateralizedPositiveExposurePV[vertexIndex] +=
                    pathUncollateralizedPositiveExposurePV[vertexIndex];
            }
        }

        return uncollateralizedPositiveExposurePV;
    }

    @Override public double[] vertexCollateralizedNegativeExposure()
    {
        int vertexCount = vertexDates().length;

        double[] collateralizedNegativeExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            collateralizedNegativeExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathCollateralizedNegativeExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexCollateralizedNegativeExposure();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                collateralizedNegativeExposure[vertexIndex] +=
                    pathCollateralizedNegativeExposure[vertexIndex];
            }
        }

        return collateralizedNegativeExposure;
    }

    @Override public double[] vertexCollateralizedNegativeExposurePV()
    {
        int vertexCount = vertexDates().length;

        double[] collateralizedNegativeExposurePV = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            collateralizedNegativeExposurePV[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathCollateralizedNegativeExposurePV =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexCollateralizedNegativeExposurePV();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                collateralizedNegativeExposurePV[vertexIndex] +=
                    pathCollateralizedNegativeExposurePV[vertexIndex];
            }
        }

        return collateralizedNegativeExposurePV;
    }

    @Override public double[] vertexUncollateralizedNegativeExposure()
    {
        int vertexCount = vertexDates().length;

        double[] uncollateralizedNegativeExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            uncollateralizedNegativeExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] adblPathUncollateralizedNegativeExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexUncollateralizedNegativeExposure();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                uncollateralizedNegativeExposure[vertexIndex] +=
                    adblPathUncollateralizedNegativeExposure[vertexIndex];
            }
        }

        return uncollateralizedNegativeExposure;
    }

    @Override public double[] vertexUncollateralizedNegativeExposurePV()
    {
        int vertexCount = vertexDates().length;

        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;
        double[] uncollateralizedNegativeExposurePV = new double[vertexCount];

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            uncollateralizedNegativeExposurePV[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathUncollateralizedNegativeExposurePV =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexUncollateralizedNegativeExposurePV();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                uncollateralizedNegativeExposurePV[vertexIndex] +=
                    pathUncollateralizedNegativeExposurePV[vertexIndex];
            }
        }

        return uncollateralizedNegativeExposurePV;
    }

    @Override public double[] vertexFundingExposure()
    {
        int vertexCount = vertexDates().length;

        double[] fundingExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            fundingExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathFundingExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexFundingExposure();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                fundingExposure[vertexIndex] += pathFundingExposure[vertexIndex];
            }
        }

        return fundingExposure;
    }

    @Override public double[] vertexFundingExposurePV()
    {
        int vertexCount = vertexDates().length;

        double[] fundingExposure = new double[vertexCount];
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
        {
            fundingExposure[vertexIndex] = 0.;
        }

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            double[] pathFundingExposure =
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].vertexFundingExposurePV();

            for (int vertexIndex = 0; vertexIndex < vertexCount; ++vertexIndex)
            {
                fundingExposure[vertexIndex] += pathFundingExposure[vertexIndex];
            }
        }

        return fundingExposure;
    }

    @Override public double unilateralCollateralAdjustment()
    {
        double unilateralCollateralAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            unilateralCollateralAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].unilateralCollateralAdjustment();
        }

        return unilateralCollateralAdjustment;
    }

    @Override public double bilateralCollateralAdjustment()
    {
        double bilateralCollateralAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            bilateralCollateralAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].bilateralCollateralAdjustment();
        }

        return bilateralCollateralAdjustment;
    }

    @Override public double collateralAdjustment()
    {
        return bilateralCollateralAdjustment();
    }

    @Override public double unilateralCreditAdjustment()
    {
        double unilateralCreditAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            unilateralCreditAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].unilateralCreditAdjustment();
        }

        return unilateralCreditAdjustment;
    }

    @Override public double bilateralCreditAdjustment()
    {
        double bilateralCreditAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            bilateralCreditAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].bilateralCreditAdjustment();
        }

        return bilateralCreditAdjustment;
    }

    @Override public double creditAdjustment()
    {
        return bilateralCreditAdjustment();
    }

    @Override public double contraLiabilityCreditAdjustment()
    {
        double contraLiabilityCreditAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            contraLiabilityCreditAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].contraLiabilityCreditAdjustment();
        }

        return contraLiabilityCreditAdjustment;
    }

    @Override public double unilateralDebtAdjustment()
    {
        double unilateralDebtAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            unilateralDebtAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].unilateralDebtAdjustment();
        }

        return unilateralDebtAdjustment;
    }

    @Override public double bilateralDebtAdjustment()
    {
        double bilateralDebtAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            bilateralDebtAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].bilateralDebtAdjustment();
        }

        return bilateralDebtAdjustment;
    }

    @Override public double debtAdjustment()
    {
        double debtAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            debtAdjustment += _monoPathExposureAdjustmentArray[adiabatGroupIndex].debtAdjustment();
        }

        return debtAdjustment;
    }

    @Override public double contraAssetDebtAdjustment()
    {
        double contraAssetDebtAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            contraAssetDebtAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].contraAssetDebtAdjustment();
        }

        return contraAssetDebtAdjustment;
    }

    @Override public double unilateralFundingValueAdjustment()
    {
        double unilateralFundingValueAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            unilateralFundingValueAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].unilateralFundingValueAdjustment();
        }

        return unilateralFundingValueAdjustment;
    }

    @Override public double bilateralFundingValueAdjustment()
    {
        double bilateralFundingValueAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            bilateralFundingValueAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].bilateralFundingValueAdjustment();
        }

        return bilateralFundingValueAdjustment;
    }

    @Override public double fundingValueAdjustment()
    {
        double fundingValueAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            fundingValueAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].fundingValueAdjustment();
        }

        return fundingValueAdjustment;
    }

    @Override public double fundingDebtAdjustment()
    {
        double fundingDebtAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            fundingDebtAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].fundingDebtAdjustment();
        }

        return fundingDebtAdjustment;
    }

    @Override public double fundingCostAdjustment()
    {
        double fundingCostAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            fundingCostAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].fundingCostAdjustment();
        }

        return fundingCostAdjustment;
    }

    @Override public double fundingBenefitAdjustment()
    {
        double fundingBenefitAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            fundingBenefitAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].fundingBenefitAdjustment();
        }

        return fundingBenefitAdjustment;
    }

    @Override public double symmetricFundingValueAdjustment()
    {
        double symmetricFundingValueAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            symmetricFundingValueAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].symmetricFundingValueAdjustment();
        }

        return symmetricFundingValueAdjustment;
    }

    @Override public double totalAdjustment()
    {
        double totalAdjustment = 0.;
        int adiabatGroupCount = _monoPathExposureAdjustmentArray.length;

        for (int adiabatGroupIndex = 0; adiabatGroupIndex < adiabatGroupCount; ++adiabatGroupIndex)
        {
            totalAdjustment +=
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].creditAdjustment() +
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].debtAdjustment() +
                _monoPathExposureAdjustmentArray[adiabatGroupIndex].fundingValueAdjustment();
        }

        return totalAdjustment;
    }
}