Uses of Class
org.drip.simm.foundation.MarginEstimationSettings

Packages that use MarginEstimationSettings

Package	Description
org.drip.simm.estimator	ISDA SIMM Core + Add-On Estimator
org.drip.simm.foundation	Foundation Utilities for ISDA SIMM
org.drip.simm.product	ISDA SIMM Risk Factor Sensitivities

Uses of MarginEstimationSettings in org.drip.simm.estimator

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

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

Uses of MarginEstimationSettings in org.drip.simm.foundation

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

Modifier and Type	Method	Description
static MarginEstimationSettings	MarginEstimationSettings.CornishFischer(java.lang.String positionPrincipalComponentScheme)	Generate a Cornish-Fischer Instance of MarginEstimationSettings
static MarginEstimationSettings	MarginEstimationSettings.FRTB(java.lang.String positionPrincipalComponentScheme)	Generate an FRTB Instance of MarginEstimationSettings
static MarginEstimationSettings	MarginEstimationSettings.ISDADelta(java.lang.String positionPrincipalComponentScheme)	Generate a ISDA Delta Instance of MarginEstimationSettings

Uses of MarginEstimationSettings in org.drip.simm.product

Methods in org.drip.simm.product with parameters of type MarginEstimationSettings

Modifier and Type	Method	Description
RiskClassAggregate	RiskClassSensitivity.aggregate(RiskClassSensitivitySettings riskClassSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate
RiskClassAggregateCR	RiskClassSensitivityCR.aggregate(RiskClassSensitivitySettingsCR riskClassSensitivitySettingsCR, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate
RiskClassAggregateIR	RiskClassSensitivityIR.aggregate(RiskClassSensitivitySettingsIR riskClassSensitivitySettingsIR, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate
RiskMeasureAggregate	RiskMeasureSensitivity.curvatureAggregate(RiskMeasureSensitivitySettings riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregateCR	RiskMeasureSensitivityCR.curvatureAggregate(RiskMeasureSensitivitySettingsCR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregateIR	RiskMeasureSensitivityIR.curvatureAggregate(RiskMeasureSensitivitySettingsIR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregate	RiskMeasureSensitivity.linearAggregate(RiskMeasureSensitivitySettings riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate
RiskMeasureAggregateCR	RiskMeasureSensitivityCR.linearAggregate(RiskMeasureSensitivitySettingsCR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate
RiskMeasureAggregateIR	RiskMeasureSensitivityIR.linearAggregate(RiskMeasureSensitivitySettingsIR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate