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

Packages that use RiskClassAggregateCR

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

Uses of RiskClassAggregateCR in org.drip.simm.estimator

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

Modifier and Type	Method	Description
RiskClassAggregateCR	ProductClassMargin.creditNonQualifyingRiskClassAggregate()	Retrieve the Credit Non-Qualifying Risk Class Aggregate
RiskClassAggregateCR	ProductClassMargin.creditQualifyingRiskClassAggregate()	Retrieve the Credit Qualifying Risk Class Aggregate

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

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

Uses of RiskClassAggregateCR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskClassAggregateCR	RiskClassSensitivityCR.aggregate(RiskClassSensitivitySettingsCR riskClassSensitivitySettingsCR, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate