Package org.drip.sample.simmeq

ISDA SIMM Equity Estimate Runs

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
EquityClassMargin20	EquityClassMargin20 illustrates the Computation of the ISDA 2.0 Aggregate Margin for across a Group of Equity Bucket Exposure Sensitivities.
EquityClassMargin21	EquityClassMargin21 illustrates the Computation of the ISDA 2.1 Aggregate Margin for across a Group of Equity Bucket Exposure Sensitivities.
EquityClassMargin24	EquityClassMargin24 illustrates the Computation of the ISDA 2.4 Aggregate Margin for across a Group of Equity Bucket Exposure Sensitivities.
EquityCurvatureMargin20	EquityCurvatureMargin20 illustrates the Computation of the SIMM 2.0 Curvature Margin for a Group of Equity Bucket Exposure Sensitivities.
EquityCurvatureMargin21	EquityCurvatureMargin21 illustrates the Computation of the SIMM 2.1 Curvature Margin for a Group of Equity Bucket Exposure Sensitivities.
EquityCurvatureMargin24	EquityCurvatureMargin24 illustrates the Computation of the SIMM 2.4 Curvature Margin for a Group of Equity Bucket Exposure Sensitivities.
EquityDeltaMargin20	EquityDeltaMargin20 illustrates the Computation of the SIMM 2.0 Delta Margin across a Group of Equity Bucket Exposure Sensitivities.
EquityDeltaMargin21	EquityDeltaMargin21 illustrates the Computation of the SIMM 2.1 Delta Margin across a Group of Equity Bucket Exposure Sensitivities.
EquityDeltaMargin24	EquityDeltaMargin24 illustrates the Computation of the SIMM 2.4 Delta Margin across a Group of Equity Bucket Exposure Sensitivities.
EquityVegaMargin20	EquityVegaMargin20 illustrates the Computation of the SIMM 2.0 Vega Margin across a Group of Equity Bucket Exposure Sensitivities.
EquityVegaMargin21	EquityVegaMargin21 illustrates the Computation of the SIMM 2.1 Vega Margin across a Group of Equity Bucket Exposure Sensitivities.
EquityVegaMargin24	EquityVegaMargin24 illustrates the Computation of the SIMM 2.4 Vega Margin across a Group of Equity Bucket Exposure Sensitivities.