Uses of Record Class
com.quantfinlib.risk.SaCcr.SubNettingSet
Packages that use SaCcr.SubNettingSet
Package
Description
Risk measurement, decomposition, limits and model validation.
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Uses of SaCcr.SubNettingSet in com.quantfinlib.risk
Method parameters in com.quantfinlib.risk with type arguments of type SaCcr.SubNettingSetModifier and TypeMethodDescriptionstatic SaCcr.ResultSaCcr.subNettingSets(List<SaCcr.SubNettingSet> parts) One netting set under several margin agreements, or mixing margined and unmargined trades (BCBS 279 para 185).