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

Packages that use RiskClassAggregateIR

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

Uses of RiskClassAggregateIR in org.drip.simm.estimator

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

Modifier and Type	Method	Description
RiskClassAggregateIR	ProductClassMargin.irRiskClassAggregate()	Retrieve the Interest Rate Risk Class Aggregate

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

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

Uses of RiskClassAggregateIR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskClassAggregateIR	RiskClassSensitivityIR.aggregate(RiskClassSensitivitySettingsIR riskClassSensitivitySettingsIR, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate