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

Packages that use BucketSensitivitySettings

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

Uses of BucketSensitivitySettings in org.drip.simm.parameters

Subclasses of BucketSensitivitySettings in org.drip.simm.parameters

Modifier and Type	Class	Description
class	BucketCurvatureSettings	BucketCurvatureSettings holds the ISDA SIMM Curvature Settings for Interest Rates, Qualifying and Non-qualifying Credit, Equity, Commodity, and Foreign Exchange.
class	BucketVegaSettings	BucketVegaSettings holds the Settings that govern the Generation of the ISDA SIMM Single Bucket Vega Sensitivities.

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

Modifier and Type	Method	Description
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_CT_20(int bucketIndex)	Construct the ISDA 2.0 Standard Commodity Bucket Sensitivity Settings for the specified Index
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_CT_21(int bucketIndex)	Construct the ISDA 2.1 Standard Commodity Bucket Sensitivity Settings for the specified Index
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_CT_24(int bucketIndex)	Construct the ISDA 2.4 Standard Commodity Bucket Sensitivity Settings for the specified Index
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_EQ_20(int bucketIndex)	Construct the BucketSensitivitySettings 2.0 Instance for the specified Bucket Index
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_EQ_21(int bucketIndex)	Construct the BucketSensitivitySettings 2.1 Instance for the specified Bucket Index
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_EQ_24(int bucketIndex)	Construct the BucketSensitivitySettings 2.4 Instance for the specified Bucket Index
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_FX_20(int categoryIndex)	Construct the Standard ISDA 2.0 Instance of FX Delta Settings
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_FX_21(int categoryIndex)	Construct the Standard ISDA 2.1 Instance of FX Delta Settings
static BucketSensitivitySettings	BucketSensitivitySettings.ISDA_FX_24(int categoryIndex, java.lang.String givenCurrency, java.lang.String calculationCurrency)	Construct the Standard ISDA 2.4 Instance of FX Delta Settings

Methods in org.drip.simm.parameters that return types with arguments of type BucketSensitivitySettings

Modifier and Type	Method	Description
java.util.Map<java.lang.String,BucketSensitivitySettings>	RiskMeasureSensitivitySettings.bucketSettingsMap()	Retrieve the Bucket Sensitivity Settings Map

Constructor parameters in org.drip.simm.parameters with type arguments of type BucketSensitivitySettings

Constructor	Description
RiskMeasureSensitivitySettings(java.util.Map<java.lang.String,BucketSensitivitySettings> bucketSettingsMap, LabelCorrelation crossBucketCorrelation)	RiskMeasureSensitivitySettings Constructor

Uses of BucketSensitivitySettings in org.drip.simm.product

Methods in org.drip.simm.product with parameters of type BucketSensitivitySettings

Modifier and Type	Method	Description
BucketAggregate	BucketSensitivity.aggregate(BucketSensitivitySettings bucketSensitivitySettings)	Weight and Adjust the Input Sensitivities