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

Packages that use RiskMeasureSensitivitySettingsCR

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

Uses of RiskMeasureSensitivitySettingsCR in org.drip.simm.parameters

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

Modifier and Type	Method	Description
RiskMeasureSensitivitySettingsCR	RiskClassSensitivitySettingsCR.curvature()	Retrieve the Credit Risk Class Curvature Sensitivity Settings
RiskMeasureSensitivitySettingsCR	RiskClassSensitivitySettingsCR.delta()	Retrieve the Credit Risk Class Delta Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_CURVATURE_20()	Generate SIMM 2.0 Non-Credit Qualifying Curvature Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_CURVATURE_21()	Generate SIMM 2.1 Non-Credit Qualifying Curvature Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_CURVATURE_24()	Generate SIMM 2.4 Non-Credit Qualifying Curvature Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_DELTA_20()	Generate SIMM 2.0 Non-Credit Qualifying Delta Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_DELTA_21()	Generate SIMM 2.1 Non-Credit Qualifying Delta Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_DELTA_24()	Generate SIMM 2.4 Non-Credit Qualifying Delta Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_VEGA_20()	Generate SIMM 2.0 Non-Credit Qualifying Vega Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_VEGA_21()	Generate SIMM 2.1 Non-Credit Qualifying Vega Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRNQ_VEGA_24()	Generate SIMM 2.4 Non-Credit Qualifying Vega Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_CURVATURE_20()	Generate SIMM 2.0 Credit Qualifying Curvature Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_CURVATURE_21()	Generate SIMM 2.1 Credit Qualifying Curvature Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_CURVATURE_24()	Generate SIMM 2.4 Credit Qualifying Curvature Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_DELTA_20()	Generate SIMM 2.0 Credit Qualifying Delta Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_DELTA_21()	Generate SIMM 2.1 Credit Qualifying Delta Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_DELTA_24()	Generate SIMM 2.4 Credit Qualifying Delta Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_VEGA_20()	Generate SIMM 2.0 Credit Qualifying Vega Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_VEGA_21()	Generate SIMM 2.1 Credit Qualifying Vega Sensitivity Settings
static RiskMeasureSensitivitySettingsCR	RiskMeasureSensitivitySettingsCR.ISDA_CRQ_VEGA_24()	Generate SIMM 2.4 Credit Qualifying Vega Sensitivity Settings
RiskMeasureSensitivitySettingsCR	RiskClassSensitivitySettingsCR.vega()	Retrieve the Credit Risk Class Vega Sensitivity Settings

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

Constructor	Description
RiskClassSensitivitySettingsCR(RiskMeasureSensitivitySettingsCR delta, RiskMeasureSensitivitySettingsCR vega, RiskMeasureSensitivitySettingsCR curvature)	RiskClassSensitivitySettingsCR Constructor

Uses of RiskMeasureSensitivitySettingsCR in org.drip.simm.product

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

Modifier and Type	Method	Description
RiskMeasureAggregateCR	RiskMeasureSensitivityCR.curvatureAggregate(RiskMeasureSensitivitySettingsCR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Curvature Risk Measure Aggregate
RiskMeasureAggregateCR	RiskMeasureSensitivityCR.linearAggregate(RiskMeasureSensitivitySettingsCR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)	Generate the Linear Risk Measure Aggregate