Uses of Interface
org.drip.simm.foundation.CurvatureResponse
| Package | Description |
|---|---|
| org.drip.simm.foundation |
Foundation Utilities for ISDA SIMM
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Uses of CurvatureResponse in org.drip.simm.foundation
Classes in org.drip.simm.foundation that implement CurvatureResponse Modifier and Type Class Description classCurvatureResponseCornishFischerCurvatureResponseCornishFischer computes the Curvature Co-variance Scaling Factor using the Cumulative Curvature Sensitivities.Methods in org.drip.simm.foundation that return CurvatureResponse Modifier and Type Method Description CurvatureResponseCurvatureEstimatorResponseFunction. curvatureResponse()Retrieve the Curvature Response FunctionConstructors in org.drip.simm.foundation with parameters of type CurvatureResponse Constructor Description CurvatureEstimatorResponseFunction(CurvatureResponse curvatureResponse)CurvatureEstimatorResponseFunction Constructor