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

Packages that use RiskFactorAggregateCR

Package	Description
org.drip.simm.margin	ISDA SIMM Risk Factor Margin Metrics
org.drip.simm.product	ISDA SIMM Risk Factor Sensitivities

Uses of RiskFactorAggregateCR in org.drip.simm.margin

Methods in org.drip.simm.margin that return RiskFactorAggregateCR

Modifier and Type	Method	Description
RiskFactorAggregateCR	BucketAggregateCR.riskFactorAggregate()	Retrieve the CR Risk Factor Aggregate

Constructors in org.drip.simm.margin with parameters of type RiskFactorAggregateCR

Constructor	Description
BucketAggregateCR(RiskFactorAggregateCR riskFactorAggregate, SensitivityAggregateCR sensitivityAggregate, double sensitivityMarginVariance, double cumulativeSensitivityMargin)	BucketAggregateCR Constructor

Uses of RiskFactorAggregateCR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskFactorAggregateCR	BucketSensitivityCR.curveAggregate(BucketSensitivitySettingsCR bucketSensitivitySettings)	Generate the CR Margin Factor Curve Tenor Aggregate