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

Packages that use MultiCurrencyExposureSimulator.Csa

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

Uses of MultiCurrencyExposureSimulator.Csa in com.quantfinlib.credit

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

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).
static ExposureProfile	MultiCurrencyExposureSimulator.simulate(MultiCurrencyExposureSimulator.Market market, List<MultiCurrencyExposureSimulator.Swap> swaps, List<MultiCurrencyExposureSimulator.FxForward> forwards, MultiCurrencyExposureSimulator.Csa csa, double[] times, int paths, long seed)	Simulates the netting set with the FX wrong-way driver taken from pair 0.
static ExposureProfile	MultiCurrencyExposureSimulator.simulate(MultiCurrencyExposureSimulator.Market market, List<MultiCurrencyExposureSimulator.Swap> swaps, List<MultiCurrencyExposureSimulator.FxForward> forwards, MultiCurrencyExposureSimulator.Csa csa, double[] times, int paths, long seed, int wrongWayFxPair)	Simulates the netting set.