Uses of Class
org.drip.simm.parameters.BucketCurvatureSettings

Packages that use BucketCurvatureSettings

Package	Description
org.drip.simm.parameters	ISDA SIMM Risk Factor Parameters

Uses of BucketCurvatureSettings in org.drip.simm.parameters

Methods in org.drip.simm.parameters that return BucketCurvatureSettings

Modifier and Type	Method	Description
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA(double riskWeight, double memberCorrelation, double impliedVolatility, int vegaDurationDays)	Construct the ISDA Standard BucketCurvatureSettings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_CT_20(int bucketIndex, int vegaDurationDays)	Construct the Standard ISDA 2.0 CT Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_CT_21(int bucketIndex, int vegaDurationDays)	Construct the Standard ISDA 2.1 CT Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_CT_24(int bucketIndex, int vegaDurationDays)	Construct the Standard ISDA 2.4 CT Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_EQ_20(int bucketIndex, int vegaDurationDays)	Construct the Standard ISDA 2.0 EQ Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_EQ_21(int bucketIndex, int vegaDurationDays)	Construct the Standard ISDA 2.1 EQ Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_EQ_24(int bucketIndex, int vegaDurationDays)	Construct the Standard ISDA 2.4 EQ Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_FX_20(java.lang.String vegaCategory, int vegaDurationDays)	Construct the Standard ISDA 2.0 FX Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_FX_21(java.lang.String vegaCategory, int vegaDurationDays)	Construct the Standard ISDA 2.1 FX Bucket Curvature Settings
static BucketCurvatureSettings	BucketCurvatureSettings.ISDA_FX_24(java.lang.String vegaCategory, int vegaDurationDays, java.lang.String givenCurrency, java.lang.String calculationCurrency)	Construct the Standard ISDA 2.4 FX Bucket Curvature Settings