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

Packages that use RiskClassSensitivitySettingsIR

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 RiskClassSensitivitySettingsIR in org.drip.simm.estimator

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

Modifier and Type	Method	Description
RiskClassSensitivitySettingsIR	ProductClassSettings.irRiskClassSensitivitySettings()	Retrieve the IR Risk Class Sensitivity Settings

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

Constructor

Description

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

ProductClassSettings Constructor

Uses of RiskClassSensitivitySettingsIR in org.drip.simm.parameters

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

Modifier and Type	Method	Description
static RiskClassSensitivitySettingsIR	RiskClassSensitivitySettingsIR.ISDA_20(java.util.List<java.lang.String> currencyList)	Generate the ISDA 2.0 Standard Commodity Sensitivity Settings
static RiskClassSensitivitySettingsIR	RiskClassSensitivitySettingsIR.ISDA_21(java.util.List<java.lang.String> currencyList)	Generate the ISDA 2.1 Standard Commodity Sensitivity Settings
static RiskClassSensitivitySettingsIR	RiskClassSensitivitySettingsIR.ISDA_24(java.util.List<java.lang.String> currencyList)	Generate the ISDA 2.4 Standard Commodity Sensitivity Settings

Uses of RiskClassSensitivitySettingsIR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskClassAggregateIR	RiskClassSensitivityIR.aggregate(RiskClassSensitivitySettingsIR riskClassSensitivitySettingsIR, MarginEstimationSettings marginEstimationSettings)	Compute the Risk Class Sensitivity Aggregate