Uses of Interface
org.drip.simm.foundation.CurvatureEstimator

Packages that use CurvatureEstimator

Package	Description
org.drip.simm.foundation	Foundation Utilities for ISDA SIMM

Uses of CurvatureEstimator in org.drip.simm.foundation

Classes in org.drip.simm.foundation that implement CurvatureEstimator

Modifier and Type	Class	Description
class	CurvatureEstimatorFRTB	CurvatureEstimatorFRTB estimates the Curvature Margin from the Curvature Sensitivities using the FRTB Curvature Margin Estimate.
class	CurvatureEstimatorISDADelta	CurvatureEstimatorISDADelta estimates the Curvature Margin from the Curvature Sensitivities using the ISDA Delta Curvature Margin Estimate.
class	CurvatureEstimatorResponseFunction	CurvatureEstimatorResponseFunction estimates the Curvature Margin from the Curvature Sensitivities using the Curvature Response Function.

Methods in org.drip.simm.foundation that return CurvatureEstimator

Modifier and Type	Method	Description
CurvatureEstimator	MarginEstimationSettings.curvatureEstimator()	Retrieve the Curvature Estimator Function

Constructors in org.drip.simm.foundation with parameters of type CurvatureEstimator

Constructor	Description
MarginEstimationSettings(java.lang.String positionPrincipalComponentScheme, CurvatureEstimator curvatureEstimator)	MarginEstimationSettings Constructor