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

Packages that use BucketSensitivitySettingsIR
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 BucketSensitivitySettingsIR in org.drip.simm.margin

Methods in org.drip.simm.margin with parameters of type BucketSensitivitySettingsIR
Modifier and Type	Method	Description
`SensitivityAggregateIR`	RiskFactorAggregateIR.`curvatureMargin(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR12M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR12M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR12M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR12M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR12M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR12M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR1M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR1M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR1M_LIBOR1M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR1M-LIBOR1M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR1M_LIBOR3M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR1M-LIBOR3M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR1M_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR1M-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR1M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR1M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR1M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR1M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR3M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR3M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR3M_LIBOR3M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR3M-LIBOR3M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR3M_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR3M-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR3M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR3M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR3M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR3M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR6M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR6M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR6M_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR6M-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR6M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR6M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_LIBOR6M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature LIBOR6M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_MUNICIPAL_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature MUNICIPAL-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_OIS_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature OIS-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_OIS_LIBOR1M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature OIS-LIBOR1M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_OIS_LIBOR3M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature OIS-LIBOR3M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_OIS_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature OIS-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_OIS_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature OIS-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_OIS_OIS(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature OIS-OIS Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_OIS_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature OIS-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_PRIME_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature PRIME-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`curvatureMarginCovariance_PRIME_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Curvature PRIME-PRIME Sensitivity Margin Co-variance
`SensitivityAggregateIR`	RiskFactorAggregateIR.`linearMargin(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR12M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR12M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR12M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR12M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR12M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR12M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR1M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR1M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR1M_LIBOR1M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR1M-LIBOR1M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR1M_LIBOR3M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR1M-LIBOR3M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR1M_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR1M-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR1M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR1M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR1M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR1M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR3M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR3M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR3M_LIBOR3M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR3M-LIBOR3M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR3M_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR3M-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR3M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR3M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR3M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR3M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR6M_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR6M-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR6M_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR6M-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR6M_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR6M-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_LIBOR6M_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear LIBOR6M-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_MUNICIPAL_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear MUNICIPAL-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_OIS_LIBOR12M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear OIS-LIBOR12M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_OIS_LIBOR1M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear OIS-LIBOR1M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_OIS_LIBOR3M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear OIS-LIBOR3M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_OIS_LIBOR6M(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear OIS-LIBOR6M Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_OIS_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear OIS-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_OIS_OIS(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear OIS-OIS Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_OIS_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear OIS-PRIME Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_PRIME_MUNICIPAL(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear PRIME-MUNICIPAL Sensitivity Margin Co-variance
`double`	RiskFactorAggregateIR.`linearMarginCovariance_PRIME_PRIME(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Compute the Linear PRIME-PRIME Sensitivity Margin Co-variance

Uses of BucketSensitivitySettingsIR in org.drip.simm.parameters

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

Methods in org.drip.simm.parameters that return BucketSensitivitySettingsIR
Modifier and Type	Method	Description
`static BucketSensitivitySettingsIR`	BucketSensitivitySettingsIR.`ISDA_DELTA_20(java.lang.String currency)`	Construct the ISDA 2.0 Standard IR Delta Sensitivity Settings for the Currency
`static BucketSensitivitySettingsIR`	BucketSensitivitySettingsIR.`ISDA_DELTA_21(java.lang.String currency)`	Construct the ISDA 2.1 Standard IR Delta Sensitivity Settings for the Currency
`static BucketSensitivitySettingsIR`	BucketSensitivitySettingsIR.`ISDA_DELTA_24(java.lang.String currency)`	Construct the ISDA 2.4 Standard IR Delta Sensitivity Settings for the Currency

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

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

Uses of BucketSensitivitySettingsIR in org.drip.simm.product

Methods in org.drip.simm.product with parameters of type BucketSensitivitySettingsIR
Modifier and Type	Method	Description
`BucketAggregateIR`	BucketSensitivityIR.`aggregate(BucketSensitivitySettingsIR bucketSensitivitySettingsIR)`	Generate the Bucket IR Sensitivity Margin Aggregate
`RiskFactorAggregateIR`	BucketSensitivityIR.`curveAggregate(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the IR Margin Factor Curve Tenor Aggregate
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityIR.`libor12MTenorMargin(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the LIBOR12M Tenor Sensitivity Margin Map
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityIR.`libor1MTenorMargin(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the LIBOR1M Tenor Sensitivity Margin Map
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityIR.`libor3MTenorMargin(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the LIBOR3M Tenor Sensitivity Margin Map
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityIR.`libor6MTenorMargin(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the LIBOR6M Tenor Sensitivity Margin Map
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityIR.`municipalTenorMargin(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the MUNICIPAL Tenor Sensitivity Margin Map
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityIR.`oisTenorMargin(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the OIS Tenor Sensitivity Margin Map
`java.util.Map<java.lang.String,java.lang.Double>`	BucketSensitivityIR.`primeTenorMargin(BucketSensitivitySettingsIR bucketSensitivitySettings)`	Generate the PRIME Tenor Sensitivity Margin Map

Uses of Classorg.drip.simm.parameters.BucketSensitivitySettingsIR

Uses of BucketSensitivitySettingsIR in org.drip.simm.margin

Uses of BucketSensitivitySettingsIR in org.drip.simm.parameters

Uses of BucketSensitivitySettingsIR in org.drip.simm.product

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