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

Packages that use SensitivityAggregateCR

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

Uses of SensitivityAggregateCR in org.drip.simm.margin

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

Modifier and Type	Method	Description
SensitivityAggregateCR	RiskFactorAggregateCR.curvatureMargin(BucketSensitivitySettingsCR bucketSensitivitySettingsCR)	Compute the Curvature Margin Co-variance
SensitivityAggregateCR	RiskFactorAggregateCR.linearMargin(BucketSensitivitySettingsCR bucketSensitivitySettingsCR)	Compute the Linear Margin Co-variance
SensitivityAggregateCR	BucketAggregateCR.sensitivityAggregate()	Retrieve the CR Sensitivity Aggregate

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

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