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

Packages that use SensitivityAggregateIR

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

Uses of SensitivityAggregateIR in org.drip.simm.margin

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

Modifier and Type	Method	Description
SensitivityAggregateIR	RiskFactorAggregateIR.curvatureMargin(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)	Compute the Curvature Margin Co-variance
SensitivityAggregateIR	RiskFactorAggregateIR.linearMargin(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)	Compute the Linear Margin Co-variance
SensitivityAggregateIR	BucketAggregateIR.sensitivityAggregate()	Retrieve the IR Sensitivity Aggregate

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

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