Record Class CvaApproximator.Bilateral

java.lang.Object
java.lang.Record
com.quantfinlib.credit.CvaApproximator.Bilateral
Record Components:
cva - counterparty-default loss, charged only if the bank has not defaulted first
dva - own-default benefit, counted only if the counterparty has not defaulted first
Enclosing class:
CvaApproximator
public static record CvaApproximator.Bilateral(double cva, double dva) extends Record
Bilateral CVA and DVA with first-to-default conditioning.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Bilateral(double cva, double dva)
    Creates an instance of a Bilateral record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cva()
    Returns the value of the cva record component.
    double
    dva()
    Returns the value of the dva record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    final String
    toString()
    Returns a string representation of this record class.
    double
    total()
    Bilateral adjustment, a charge when positive.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Bilateral

      public Bilateral(double cva, double dva)
      Creates an instance of a Bilateral record class.
      Parameters:
      cva - the value for the cva record component
      dva - the value for the dva record component

  • Method Details

    • total

      public double total()
      Bilateral adjustment, a charge when positive.
      Returns:
      cva - dva

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • cva

      public double cva()
      Returns the value of the cva record component.
      Returns:
      the value of the cva record component

    • dva

      public double dva()
      Returns the value of the dva record component.
      Returns:
      the value of the dva record component