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

Packages that use RiskMeasureAggregateCR

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

Uses of RiskMeasureAggregateCR in org.drip.simm.margin

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

Modifier and Type	Method	Description
RiskMeasureAggregateCR	RiskClassAggregateCR.curvatureMargin()	Retrieve the CR Curvature SBA Margin
RiskMeasureAggregateCR	RiskClassAggregateCR.deltaMargin()	Retrieve the CR Delta SBA Margin
RiskMeasureAggregateCR	RiskClassAggregateCR.vegaMargin()	Retrieve the CR Vega SBA Margin

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

Constructor	Description
RiskClassAggregateCR(RiskMeasureAggregateCR deltaMargin, RiskMeasureAggregateCR vegaMargin, RiskMeasureAggregateCR curvatureMargin)	RiskClassAggregateCR Constructor

Uses of RiskMeasureAggregateCR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskMeasureAggregateCR	RiskMeasureSensitivityCR.curvatureAggregate(RiskMeasureSensitivitySettingsCR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregateCR	RiskMeasureSensitivityCR.linearAggregate(RiskMeasureSensitivitySettingsCR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate