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

Packages that use RiskClassSensitivitySettingsCR

Package	Description
org.drip.simm.estimator	ISDA SIMM Core + Add-On Estimator
org.drip.simm.parameters	ISDA SIMM Risk Factor Parameters
org.drip.simm.product	ISDA SIMM Risk Factor Sensitivities

Uses of RiskClassSensitivitySettingsCR in org.drip.simm.estimator

Methods in org.drip.simm.estimator that return RiskClassSensitivitySettingsCR

Modifier and Type	Method	Description
RiskClassSensitivitySettingsCR	ProductClassSettings.creditNonQualifyingRiskClassSensitivitySettings()	Retrieve the Credit Non-Qualifying Risk Class Sensitivity Settings
RiskClassSensitivitySettingsCR	ProductClassSettings.creditQualifyingRiskClassSensitivitySettings()	Retrieve the Credit Qualifying Risk Class Sensitivity Settings

Constructors in org.drip.simm.estimator with parameters of type RiskClassSensitivitySettingsCR

Constructor

Description

ProductClassSettings(RiskClassSensitivitySettings equityRiskClassSensitivitySettings, RiskClassSensitivitySettings commodityRiskClassSensitivitySettings, RiskClassSensitivitySettings fxRiskClassSensitivitySettings, RiskClassSensitivitySettingsIR irRiskClassSensitivitySettings, RiskClassSensitivitySettingsCR creditQualifyingRiskClassSensitivitySettings, RiskClassSensitivitySettingsCR creditNonQualifyingRiskClassSensitivitySettings, LabelCorrelation labelCorrelation)

ProductClassSettings Constructor

Uses of RiskClassSensitivitySettingsCR in org.drip.simm.parameters

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

Modifier and Type	Method	Description
static RiskClassSensitivitySettingsCR	RiskClassSensitivitySettingsCR.ISDA_CRNQ_20()	Generate the SIMM 2.0 CRNQ Class Sensitivity Settings
static RiskClassSensitivitySettingsCR	RiskClassSensitivitySettingsCR.ISDA_CRNQ_21()	Generate the SIMM 2.1 CRNQ Class Sensitivity Settings
static RiskClassSensitivitySettingsCR	RiskClassSensitivitySettingsCR.ISDA_CRNQ_24()	Generate the SIMM 2.4 CRNQ Class Sensitivity Settings
static RiskClassSensitivitySettingsCR	RiskClassSensitivitySettingsCR.ISDA_CRQ_20()	Generate the SIMM 2.0 CRQ Class Sensitivity Settings
static RiskClassSensitivitySettingsCR	RiskClassSensitivitySettingsCR.ISDA_CRQ_21()	Generate the SIMM 2.1 CRQ Class Sensitivity Settings
static RiskClassSensitivitySettingsCR	RiskClassSensitivitySettingsCR.ISDA_CRQ_24()	Generate the SIMM 2.4 CRQ Class Sensitivity Settings

Uses of RiskClassSensitivitySettingsCR in org.drip.simm.product

Methods in org.drip.simm.product with parameters of type RiskClassSensitivitySettingsCR

Modifier and Type	Method	Description
RiskClassAggregateCR	RiskClassSensitivityCR.aggregate(RiskClassSensitivitySettingsCR riskClassSensitivitySettingsCR, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate