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

Packages that use BucketSensitivitySettingsCR
Package	Description
org.drip.simm.margin	ISDA SIMM Risk Factor Margin Metrics
org.drip.simm.parameters	ISDA SIMM Risk Factor Parameters
org.drip.simm.product	ISDA SIMM Risk Factor Sensitivities

Uses of BucketSensitivitySettingsCR in org.drip.simm.margin

Methods in org.drip.simm.margin with parameters of type BucketSensitivitySettingsCR
Modifier and Type	Method	Description
`double`	RiskFactorAggregateCR.`componentCurvatureMarginCovariance(BucketSensitivitySettingsCR bucketSensitivitySettingsCR, java.lang.String componentName1, java.lang.String componentName2)`	Compute the Component Pair Curvature Margin Co-variance
`double`	RiskFactorAggregateCR.`componentLinearMarginCovariance(BucketSensitivitySettingsCR bucketSensitivitySettingsCR, java.lang.String componentName1, java.lang.String componentName2)`	Compute the Component Pair Linear Margin Co-variance
`SensitivityAggregateCR`	RiskFactorAggregateCR.`curvatureMargin(BucketSensitivitySettingsCR bucketSensitivitySettingsCR)`	Compute the Curvature Margin Co-variance
`SensitivityAggregateCR`	RiskFactorAggregateCR.`linearMargin(BucketSensitivitySettingsCR bucketSensitivitySettingsCR)`	Compute the Linear Margin Co-variance

Uses of BucketSensitivitySettingsCR in org.drip.simm.parameters

Subclasses of BucketSensitivitySettingsCR in org.drip.simm.parameters
Modifier and Type	Class	Description
`class`	`BucketCurvatureSettingsCR`	BucketCurvatureSettingsCR holds the Curvature Risk Weights, Concentration Thresholds, and Cross-Tenor Correlations for each Currency Curve and its Tenor.
`class`	`BucketVegaSettingsCR`	BucketVegaSettingsCR holds the Vega Risk Weights, Concentration Thresholds, and Cross-Tenor Correlations for each Credit Curve and its Tenor.

Methods in org.drip.simm.parameters that return BucketSensitivitySettingsCR
Modifier and Type	Method	Description
`static BucketSensitivitySettingsCR`	BucketSensitivitySettingsCR.`ISDA_CRNQ_DELTA_20(int bucketNumber)`	Retrieve the ISDA 2.0 Credit Non-Qualifying Bucket Delta Settings
`static BucketSensitivitySettingsCR`	BucketSensitivitySettingsCR.`ISDA_CRNQ_DELTA_21(int bucketNumber)`	Retrieve the ISDA 2.1 Credit Non-Qualifying Bucket Delta Settings
`static BucketSensitivitySettingsCR`	BucketSensitivitySettingsCR.`ISDA_CRNQ_DELTA_24(int bucketNumber)`	Retrieve the ISDA 2.4 Credit Non-Qualifying Bucket Delta Settings
`static BucketSensitivitySettingsCR`	BucketSensitivitySettingsCR.`ISDA_CRQ_DELTA_20(int bucketNumber)`	Retrieve the ISDA 2.0 Credit Qualifying Bucket Delta Settings
`static BucketSensitivitySettingsCR`	BucketSensitivitySettingsCR.`ISDA_CRQ_DELTA_21(int bucketNumber)`	Retrieve the ISDA 2.1 Credit Qualifying Bucket Delta Settings
`static BucketSensitivitySettingsCR`	BucketSensitivitySettingsCR.`ISDA_CRQ_DELTA_24(int bucketNumber)`	Retrieve the ISDA 2.4 Credit Qualifying Bucket Delta Settings

Methods in org.drip.simm.parameters that return types with arguments of type BucketSensitivitySettingsCR
Modifier and Type	Method	Description
`java.util.Map<java.lang.String,BucketSensitivitySettingsCR>`	RiskMeasureSensitivitySettingsCR.`bucketSensitivitySettingsMap()`	Retrieve the Credit Bucket Sensitivity Settings Map

Constructor parameters in org.drip.simm.parameters with type arguments of type BucketSensitivitySettingsCR
Constructor	Description
`RiskMeasureSensitivitySettingsCR(java.util.Map<java.lang.String,BucketSensitivitySettingsCR> bucketSensitivitySettingsMap, LabelCorrelation crossBucketCorrelation)`	RiskMeasureSensitivitySettingsCR Constructor

Uses of BucketSensitivitySettingsCR in org.drip.simm.product

Methods in org.drip.simm.product with parameters of type BucketSensitivitySettingsCR
Modifier and Type	Method	Description
`BucketAggregateCR`	BucketSensitivityCR.`aggregate(BucketSensitivitySettingsCR bucketSensitivitySettingsCR)`	Generate the Bucket CR Sensitivity Margin Aggregate
`RiskFactorAggregateCR`	BucketSensitivityCR.`curveAggregate(BucketSensitivitySettingsCR bucketSensitivitySettings)`	Generate the CR Margin Factor Curve Tenor Aggregate
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityCR.`tenorSensitivityMargin(BucketSensitivitySettingsCR bucketSensitivitySettings)`	Generate the Tenor Sensitivity Margin Map