Docs / quant-cva / com.nablatensor.cva
final class
CollateralAgreement
No doc comment on this type yet.
Methods
static CollateralAgreementBuilder of()
static CollateralAgreement uncollateralised()
static CollateralAgreement dailyMargined(double amount)
double threshold()
double minimumTransfer()
double independentAmount()
double marginPeriodOfRiskDays()
boolean isCollateralised()
int marginPeriodSteps(double stepYears)