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

Packages that use RiskFactorAggregateIR

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

Uses of RiskFactorAggregateIR in org.drip.simm.margin

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

Modifier and Type	Method	Description
RiskFactorAggregateIR	BucketAggregateIR.riskFactorAggregate()	Retrieve the IR Risk Factor Aggregate

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

Constructor	Description
BucketAggregateIR(RiskFactorAggregateIR riskFactorAggregate, SensitivityAggregateIR sensitivityAggregate, double sensitivityMarginVariance, double cumulativeSensitivityMargin)	BucketAggregateIR Constructor

Uses of RiskFactorAggregateIR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskFactorAggregateIR	BucketSensitivityIR.curveAggregate(BucketSensitivitySettingsIR bucketSensitivitySettings)	Generate the IR Margin Factor Curve Tenor Aggregate