creditDebtGroupTrajectoryPaths() | | 0% | | 0% | 4 | 4 | 14 | 14 | 1 | 1 |
bilateralDebtAdjustment() | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
contraAssetDebtAdjustment() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
unilateralCollateralAdjustment() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
unilateralFundingValueAdjustment() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
bilateralFundingValueAdjustment() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
MonoPathExposureAdjustment(FundingGroupPath[]) | | 65% | | 50% | 2 | 3 | 2 | 8 | 0 | 1 |
fundingGroupTrajectoryPaths() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
vertexCollateralizedExposure() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexCollateralizedExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexCollateralizedPositiveExposure() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexCollateralizedPositiveExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexCollateralizedNegativeExposure() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexCollateralizedNegativeExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexUncollateralizedExposure() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexUncollateralizedExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexUncollateralizedPositiveExposure() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexUncollateralizedPositiveExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexUncollateralizedNegativeExposure() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexUncollateralizedNegativeExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 10 | 0 | 1 |
vertexFundingExposure() | | 100% | | 100% | 0 | 4 | 0 | 11 | 0 | 1 |
vertexFundingExposurePV() | | 100% | | 100% | 0 | 4 | 0 | 11 | 0 | 1 |
unilateralCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
bilateralCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
contraLiabilityCreditAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
unilateralDebtAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
bilateralCollateralAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
fundingValueAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
fundingDebtAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
fundingCostAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
fundingBenefitAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
symmetricFundingValueAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
totalAdjustment() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
vertexDates() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
creditAdjustment() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
debtAdjustment() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
collateralAdjustment() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |