Uses of Class
org.drip.simm.parameters.BucketCurvatureSettingsCR
| Package | Description |
|---|---|
| org.drip.simm.parameters |
ISDA SIMM Risk Factor Parameters
|
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Uses of BucketCurvatureSettingsCR in org.drip.simm.parameters
Methods in org.drip.simm.parameters that return BucketCurvatureSettingsCR Modifier and Type Method Description static BucketCurvatureSettingsCRBucketCurvatureSettingsCR. ISDA_CRNQ_20(int bucketNumber)Retrieve the ISDA 2.0 Credit Non-Qualifying Bucket Curvature Settingsstatic BucketCurvatureSettingsCRBucketCurvatureSettingsCR. ISDA_CRNQ_21(int bucketNumber)Retrieve the ISDA 2.1 Credit Non-Qualifying Bucket Curvature Settingsstatic BucketCurvatureSettingsCRBucketCurvatureSettingsCR. ISDA_CRNQ_24(int bucketNumber)Retrieve the ISDA 2.4 Credit Non-Qualifying Bucket Curvature Settingsstatic BucketCurvatureSettingsCRBucketCurvatureSettingsCR. ISDA_CRQ_20(int bucketNumber)Retrieve the ISDA 2.0 Credit Qualifying Bucket Curvature Settingsstatic BucketCurvatureSettingsCRBucketCurvatureSettingsCR. ISDA_CRQ_21(int bucketNumber)Retrieve the ISDA 2.1 Credit Qualifying Bucket Curvature Settingsstatic BucketCurvatureSettingsCRBucketCurvatureSettingsCR. ISDA_CRQ_24(int bucketNumber)Retrieve the ISDA 2.4 Credit Qualifying Bucket Curvature Settings