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

Packages that use RiskMeasureAggregateIR

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

Uses of RiskMeasureAggregateIR in org.drip.simm.margin

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

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

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

Constructor	Description
RiskClassAggregateIR(RiskMeasureAggregateIR deltaMargin, RiskMeasureAggregateIR vegaMargin, RiskMeasureAggregateIR curvatureMargin)	RiskClassAggregateIR Constructor

Uses of RiskMeasureAggregateIR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskMeasureAggregateIR	RiskMeasureSensitivityIR.curvatureAggregate(RiskMeasureSensitivitySettingsIR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregateIR	RiskMeasureSensitivityIR.linearAggregate(RiskMeasureSensitivitySettingsIR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate