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

Packages that use BucketVegaSettingsCR

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

Uses of BucketVegaSettingsCR in org.drip.simm.parameters

Subclasses of BucketVegaSettingsCR 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.

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

Modifier and Type	Method	Description
static BucketVegaSettingsCR	BucketVegaSettingsCR.ISDA_CRNQ_20(int bucketNumber)	Retrieve the ISDA 2.0 Credit Non-Qualifying Bucket Vega Settings
static BucketVegaSettingsCR	BucketVegaSettingsCR.ISDA_CRNQ_21(int bucketNumber)	Retrieve the ISDA 2.1 Credit Non-Qualifying Bucket Vega Settings
static BucketVegaSettingsCR	BucketVegaSettingsCR.ISDA_CRNQ_24(int bucketNumber)	Retrieve the ISDA 2.4 Credit Non-Qualifying Bucket Vega Settings
static BucketVegaSettingsCR	BucketVegaSettingsCR.ISDA_CRQ_20(int bucketNumber)	Retrieve the ISDA 2.0 Credit Qualifying Bucket Vega Settings
static BucketVegaSettingsCR	BucketVegaSettingsCR.ISDA_CRQ_21(int bucketNumber)	Retrieve the ISDA 2.1 Credit Qualifying Bucket Vega Settings
static BucketVegaSettingsCR	BucketVegaSettingsCR.ISDA_CRQ_24(int bucketNumber)	Retrieve the ISDA 2.4 Credit Qualifying Bucket Vega Settings