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

Packages that use BucketVegaSettingsIR

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

Uses of BucketVegaSettingsIR in org.drip.simm.parameters

Subclasses of BucketVegaSettingsIR 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.

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

Modifier and Type	Method	Description
static BucketVegaSettingsIR	BucketVegaSettingsIR.ISDA_20(java.lang.String currency)	Construct the ISDA 2.0 Standard IR Vega Sensitivity Settings for the Currency
static BucketVegaSettingsIR	BucketVegaSettingsIR.ISDA_21(java.lang.String currency)	Construct the ISDA 2.1 Standard IR Vega Sensitivity Settings for the Currency
static BucketVegaSettingsIR	BucketVegaSettingsIR.ISDA_24(java.lang.String currency)	Construct the ISDA 2.4 Standard IR Vega Sensitivity Settings for the Currency