Uses of Record Class
com.quantfinlib.credit.MultiCurrencyExposureSimulator.BasisFactor

Packages that use MultiCurrencyExposureSimulator.BasisFactor

Package	Description
com.quantfinlib.credit	Credit curves, CDS pricing and credit spreads.

Uses of MultiCurrencyExposureSimulator.BasisFactor in com.quantfinlib.credit

Methods in com.quantfinlib.credit with parameters of type MultiCurrencyExposureSimulator.BasisFactor

Modifier and Type	Method	Description
static ExposureProfile	MultiCurrencyExposureSimulator.simulate(MultiCurrencyExposureSimulator.Market market, List<MultiCurrencyExposureSimulator.Swap> swaps, List<MultiCurrencyExposureSimulator.ForeignSwap> foreignSwaps, List<MultiCurrencyExposureSimulator.FxForward> forwards, MultiCurrencyExposureSimulator.BasisFactor basis, MultiCurrencyExposureSimulator.Csa csa, double[] times, int paths, long seed, int wrongWayFxPair)	Simulates a netting set with foreign-currency swaps and an optional stochastic basis (added in 2.3).