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

Packages that use RiskMeasureAggregate

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

Uses of RiskMeasureAggregate in org.drip.simm.margin

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

Modifier and Type	Method	Description
RiskMeasureAggregate	RiskClassAggregate.curvatureMargin()	Retrieve the Curvature Margin
RiskMeasureAggregate	RiskClassAggregate.deltaMargin()	Retrieve the Delta Margin
RiskMeasureAggregate	RiskClassAggregate.vegaMargin()	Retrieve the Vega Margin

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

Constructor	Description
RiskClassAggregate(RiskMeasureAggregate deltaMargin, RiskMeasureAggregate vegaMargin, RiskMeasureAggregate curvatureMargin)	RiskClassAggregate Constructor

Uses of RiskMeasureAggregate in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskMeasureAggregate	RiskMeasureSensitivity.curvatureAggregate(RiskMeasureSensitivitySettings riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregate	RiskMeasureSensitivity.linearAggregate(RiskMeasureSensitivitySettings riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate