Uses of Record Class
com.quantfinlib.risk.FrtbDrcSecuritisation.Position

Packages that use FrtbDrcSecuritisation.Position

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of FrtbDrcSecuritisation.Position in com.quantfinlib.risk

Method parameters in com.quantfinlib.risk with type arguments of type FrtbDrcSecuritisation.Position

Modifier and Type	Method	Description
static <K> Map<K, List<FrtbDrcSecuritisation.NetJtd>>	FrtbDrcSecuritisation.byBucket(List<FrtbDrcSecuritisation.Position<K>> positions)	Groups positions by bucket key in first-seen order.
static <K> double	FrtbDrcSecuritisation.ctpTotal(List<FrtbDrcSecuritisation.Position<K>> positions)	Total CTP DRC: one bucket per index, bespokes in the bucket of their index (MAR22.40, MAR22.41); HBR_ctp from all CTP positions together (MAR22.44(1)); aggregated by MAR22.45.
static <K> double	FrtbDrcSecuritisation.nonCtpTotal(List<FrtbDrcSecuritisation.Position<K>> positions)	Non-CTP total: simple sum of bucket charges (MAR22.35).