Uses of Class
org.drip.simm.parameters.BucketCurvatureSettingsIR
| Package | Description |
|---|---|
| org.drip.simm.parameters |
ISDA SIMM Risk Factor Parameters
|
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Uses of BucketCurvatureSettingsIR in org.drip.simm.parameters
Methods in org.drip.simm.parameters that return BucketCurvatureSettingsIR Modifier and Type Method Description static BucketCurvatureSettingsIRBucketCurvatureSettingsIR. ISDA_20(java.lang.String currency)Generate the ISDA 2.0 Standard BucketCurvatureSettingsIRstatic BucketCurvatureSettingsIRBucketCurvatureSettingsIR. ISDA_21(java.lang.String currency)Generate the ISDA 2.1 Standard BucketCurvatureSettingsIRstatic BucketCurvatureSettingsIRBucketCurvatureSettingsIR. ISDA_24(java.lang.String currency)Generate the ISDA 2.4 Standard BucketCurvatureSettingsIR