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

Packages that use BucketVegaSettings

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

Uses of BucketVegaSettings in org.drip.simm.parameters

Subclasses of BucketVegaSettings 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.

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

Modifier and Type	Method	Description
static BucketVegaSettings	BucketVegaSettings.ISDA_CT_20(int bucketIndex)	Construct the Standard ISDA 2.0 Commodity Vega Settings for the specified Bucket
static BucketVegaSettings	BucketVegaSettings.ISDA_CT_21(int bucketIndex)	Construct the Standard ISDA 2.1 Commodity Vega Settings for the specified Bucket
static BucketVegaSettings	BucketVegaSettings.ISDA_CT_24(int bucketIndex)	Construct the Standard ISDA 2.4 Commodity Vega Settings for the specified Bucket
static BucketVegaSettings	BucketVegaSettings.ISDA_EQ_20(int bucketIndex)	Retrieve the ISDA 2.0 Equity Vega Settings
static BucketVegaSettings	BucketVegaSettings.ISDA_EQ_21(int bucketIndex)	Retrieve the ISDA 2.1 Equity Vega Settings
static BucketVegaSettings	BucketVegaSettings.ISDA_EQ_24(int bucketIndex)	Retrieve the ISDA 2.4 Equity Vega Settings
static BucketVegaSettings	BucketVegaSettings.ISDA_FX_20(java.lang.String vegaCategory)	Construct the Standard ISDA 2.0 Bucket FX Settings
static BucketVegaSettings	BucketVegaSettings.ISDA_FX_21(java.lang.String vegaCategory)	Construct the Standard ISDA 2.1 Bucket FX Settings
static BucketVegaSettings	BucketVegaSettings.ISDA_FX_24(java.lang.String vegaCategory, java.lang.String givenCurrency, java.lang.String calculationCurrency)	Construct the Standard ISDA 2.4 Bucket FX Settings