Uses of Class
org.drip.simm.estimator.ProductClassSettings

Packages that use ProductClassSettings

Package	Description
org.drip.simm.estimator	ISDA SIMM Core + Add-On Estimator

Uses of ProductClassSettings in org.drip.simm.estimator

Methods in org.drip.simm.estimator that return ProductClassSettings

Modifier and Type	Method	Description
static ProductClassSettings	ProductClassSettings.ISDA_20(java.util.List<java.lang.String> currencyList, int vegaDurationDays)	Construct an ISDA SIMM 2.0 Version of ProductClassSettings
static ProductClassSettings	ProductClassSettings.ISDA_21(java.util.List<java.lang.String> currencyList, int vegaDurationDays)	Construct an ISDA SIMM 2.1 Version of ProductClassSettings
static ProductClassSettings	ProductClassSettings.ISDA_24(java.util.List<java.lang.String> currencyList, int vegaDurationDays, java.lang.String givenCurrency, java.lang.String calculationCurrency)	Construct an ISDA SIMM 2.4 Version of ProductClassSettings

Methods in org.drip.simm.estimator with parameters of type ProductClassSettings

Modifier and Type	Method	Description
ProductClassMargin	ProductClassSensitivity.estimate(ProductClassSettings productClassSettings, MarginEstimationSettings marginEstimationSettings)	Generate the Margin for the Product Class