Uses of Class
org.drip.simm.margin.RiskFactorAggregate
Package | Description |
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org.drip.simm.margin |
ISDA SIMM Risk Factor Margin Metrics
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Uses of RiskFactorAggregate in org.drip.simm.margin
Methods in org.drip.simm.margin that return types with arguments of type RiskFactorAggregate Modifier and Type Method Description java.util.Map<java.lang.String,RiskFactorAggregate>
BucketAggregate. riskFactorAggregateMap()
Retrieve the Risk Factor Aggregate MapConstructor parameters in org.drip.simm.margin with type arguments of type RiskFactorAggregate Constructor Description BucketAggregate(java.util.Map<java.lang.String,RiskFactorAggregate> riskFactorAggregateMap, double sensitivityMarginVariance, double cumulativeSensitivityMargin)
BucketAggregate Constructor