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

Packages that use SaCcr.Result

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

Uses of SaCcr.Result in com.quantfinlib.risk

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

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 SaCcr.Result	SaCcr.oneMarginAgreementManyNettingSets(List<List<SaCcrTrade>> nettingSets, double collateralHeld)	One margin agreement covering several netting sets (RC from BCBS 279 para 186, PFE from para 187, both checked against the March 2014 text).
static SaCcr.Result	SaCcr.subNettingSets(List<SaCcr.SubNettingSet> parts)	One netting set under several margin agreements, or mixing margined and unmargined trades (BCBS 279 para 185).
static SaCcr.Result	SaCcr.unmargined(List<SaCcrTrade> trades, double collateralHeld)	EAD of an unmargined netting set.