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

Packages that use MultiCurrencyExposureSimulator.Swap

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

Uses of MultiCurrencyExposureSimulator.Swap in com.quantfinlib.credit

Method parameters in com.quantfinlib.credit with type arguments of type MultiCurrencyExposureSimulator.Swap

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.