DealerPortfolioBuilder(JulianDate, CollateralGroupVertexExposure, MarketEdge, CollateralGroupVertexCloseOut, BurgardKjaerExposure) | | 92% | | 50% | 6 | 7 | 4 | 28 | 0 | 1 |
SemiReplicationDualBond(JulianDate, double, double, double, MarketEdge, CloseOut) | | 82% | | 50% | 6 | 7 | 4 | 11 | 0 | 1 |
OneWayCSA(JulianDate, double, double, MarketEdge, CloseOut) | | 80% | | 50% | 5 | 6 | 4 | 10 | 0 | 1 |
Initial(JulianDate, double, MarketVertex, CloseOut) | | 92% | | 50% | 2 | 3 | 5 | 27 | 0 | 1 |
HedgeErrorDualBond(JulianDate, double, double, double, double, MarketEdge, CloseOut) | | 85% | | 50% | 5 | 6 | 5 | 17 | 0 | 1 |
SetOff(JulianDate, double, double, double, MarketEdge) | | 89% | | 50% | 3 | 4 | 4 | 12 | 0 | 1 |
GoldPlatedTwoWayCSA(JulianDate, double, double, MarketEdge, CloseOut) | | 81% | | 50% | 2 | 3 | 4 | 9 | 0 | 1 |
BurgardKjaerBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |