Uses of Package
org.drip.simm.estimator

Packages that use org.drip.simm.estimator
Package Description
org.drip.simm.estimator
ISDA SIMM Core + Add-On Estimator
  • Classes in org.drip.simm.estimator used by org.drip.simm.estimator
    Class Description
    AdditionalInitialMargin
    AdditionalInitialMargin holds the Additional Initial Margin along with the Product Specific Add-On Components.
    ProductClassMargin
    ProductClassMargin holds the Initial Margin Estimates for a Single Product Class across the Six Risk Factors - Interest Rate, Credit Qualifying, Credit Non-Qualifying, Equity, Commodity, and FX.
    ProductClassSettings
    ProductClassSettings holds the Settings that govern the Generation of the ISDA SIMM Bucket Sensitivities across Individual Product Classes.