Uses of Record Class
com.quantfinlib.risk.SaCcr.Margin

Packages that use SaCcr.Margin

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

Uses of SaCcr.Margin in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return SaCcr.Margin

Modifier and Type	Method	Description
SaCcr.Margin	SaCcr.SubNettingSet.margin()	Returns the value of the margin record component.

Methods in com.quantfinlib.risk with parameters of type SaCcr.Margin

Modifier and Type	Method	Description
static SaCcr.Result	SaCcr.margined(List<SaCcrTrade> trades, double collateralHeld, SaCcr.Margin margin)	EAD of a margined netting set.
static double	SaCcr.maturityFactor(double maturityYears, SaCcr.Margin margin)	Maturity factor of paras 164 and 171.

Constructors in com.quantfinlib.risk with parameters of type SaCcr.Margin

Modifier	Constructor	Description
	SubNettingSet(List<SaCcrTrade> trades, double collateralHeld, SaCcr.Margin margin)	Validates and copies the trade list.