Uses of Class
org.drip.simm.margin.RiskClassAggregate

Packages that use RiskClassAggregate

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

Uses of RiskClassAggregate in org.drip.simm.estimator

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

Modifier and Type	Method	Description
RiskClassAggregate	ProductClassMargin.commodityRiskClassAggregate()	Retrieve the Commodity Risk Class Aggregate
RiskClassAggregate	ProductClassMargin.equityRiskClassAggregate()	Retrieve the Equity Risk Class Aggregate
RiskClassAggregate	ProductClassMargin.fxRiskClassAggregate()	Retrieve the FX Risk Class Aggregate

Constructors in org.drip.simm.estimator with parameters of type RiskClassAggregate

Constructor	Description
ProductClassMargin(RiskClassAggregateIR irRiskClassAggregate, RiskClassAggregateCR creditQualifyingRiskClassAggregate, RiskClassAggregateCR creditNonQualifyingRiskClassAggregate, RiskClassAggregate equityRiskClassAggregate, RiskClassAggregate fxRiskClassAggregate, RiskClassAggregate commodityRiskClassAggregate)	ProductClassMargin Constructor

Uses of RiskClassAggregate in org.drip.simm.product

Methods in org.drip.simm.product that return RiskClassAggregate

Modifier and Type	Method	Description
RiskClassAggregate	RiskClassSensitivity.aggregate(RiskClassSensitivitySettings riskClassSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate