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

Packages that use RiskMeasureSensitivitySettings

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

Uses of RiskMeasureSensitivitySettings in org.drip.simm.parameters

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

Modifier and Type	Method	Description
RiskMeasureSensitivitySettings	RiskClassSensitivitySettings.curvature()	Curvature Risk Measure Sensitivity Settings
RiskMeasureSensitivitySettings	RiskClassSensitivitySettings.delta()	Delta Risk Measure Sensitivity Settings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_CURVATURE_20(int vegaDurationDays)	Construct an ISDA 2.0 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_CURVATURE_21(int vegaDurationDays)	Construct an ISDA 2.1 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_CURVATURE_24(int vegaDurationDays)	Construct an ISDA 2.4 Commodity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_DELTA_20()	Construct an ISDA 2.0 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_DELTA_21()	Construct an ISDA 2.1 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_DELTA_24()	Construct an ISDA 2.4 Commodity DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_VEGA_20()	Construct an ISDA 2.0 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_VEGA_21()	Construct an ISDA 2.1 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_CT_VEGA_24()	Construct an ISDA 2.4 Commodity VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_CURVATURE_20(int vegaDurationDays)	Construct an ISDA 2.0 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_CURVATURE_21(int vegaDurationDays)	Construct an ISDA 2.1 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_CURVATURE_24(int vegaDurationDays)	Construct an ISDA 2.4 Equity CURVATURE Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_DELTA_20()	Construct an ISDA 2.0 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_DELTA_21()	Construct an ISDA 2.1 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_DELTA_24()	Construct an ISDA 2.4 Equity DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_VEGA_20()	Construct an ISDA 2.0 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_VEGA_21()	Construct an ISDA 2.1 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_EQ_VEGA_24()	Construct an ISDA 2.4 Equity VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_CURVATURE_20(int vegaDurationDays)	Construct an ISDA 2.0 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_CURVATURE_21(int vegaDurationDays)	Construct an ISDA 2.1 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_CURVATURE_24(int vegaDurationDays, java.lang.String givenCurrency, java.lang.String calculationCurrency)	Construct an ISDA 2.4 FX Curvature Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_DELTA_20()	Construct an ISDA 2.0 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_DELTA_21()	Construct an ISDA 2.1 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_DELTA_24(java.lang.String givenCurrency, java.lang.String calculationCurrency)	Construct an ISDA 2.4 FX DELTA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_VEGA_20()	Construct an ISDA 2.0 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_VEGA_21()	Construct an ISDA 2.1 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
static RiskMeasureSensitivitySettings	RiskMeasureSensitivitySettings.ISDA_FX_VEGA_24(java.lang.String givenCurrency, java.lang.String calculationCurrency)	Construct an ISDA 2.4 FX VEGA Standard Instance of RiskMeasureSensitivitySettings
RiskMeasureSensitivitySettings	RiskClassSensitivitySettings.vega()	Vega Risk Measure Sensitivity Settings

Constructors in org.drip.simm.parameters with parameters of type RiskMeasureSensitivitySettings

Constructor	Description
RiskClassSensitivitySettings(RiskMeasureSensitivitySettings delta, RiskMeasureSensitivitySettings vega, RiskMeasureSensitivitySettings curvature)	RiskClassSensitivitySettings Constructor

Uses of RiskMeasureSensitivitySettings in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskMeasureAggregate	RiskMeasureSensitivity.curvatureAggregate(RiskMeasureSensitivitySettings riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregate	RiskMeasureSensitivity.linearAggregate(RiskMeasureSensitivitySettings riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate