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

Packages that use RiskMeasureSensitivitySettingsIR
Package	Description
org.drip.simm.parameters	ISDA SIMM Risk Factor Parameters
org.drip.simm.product	ISDA SIMM Risk Factor Sensitivities

Uses of RiskMeasureSensitivitySettingsIR in org.drip.simm.parameters

Methods in org.drip.simm.parameters that return RiskMeasureSensitivitySettingsIR
Modifier and Type	Method	Description
`RiskMeasureSensitivitySettingsIR`	RiskClassSensitivitySettingsIR.`curvature()`	Curvature IR Risk Measure Sensitivity Settings
`RiskMeasureSensitivitySettingsIR`	RiskClassSensitivitySettingsIR.`delta()`	Retrieve the IR Risk Class Delta Sensitivity Settings
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_CURVATURE_20(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.0 CURVATURE Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_CURVATURE_21(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.1 CURVATURE Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_CURVATURE_24(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.4 CURVATURE Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_DELTA_20(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.0 DELTA Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_DELTA_21(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.1 DELTA Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_DELTA_24(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.4 DELTA Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_VEGA_20(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.0 VEGA Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_VEGA_21(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.1 VEGA Instance of RiskMeasureSensitivitySettingsIR
`static RiskMeasureSensitivitySettingsIR`	RiskMeasureSensitivitySettingsIR.`ISDA_VEGA_24(java.util.List<java.lang.String> currencyList)`	Generate the Standard ISDA 2.4 VEGA Instance of RiskMeasureSensitivitySettingsIR
`RiskMeasureSensitivitySettingsIR`	RiskClassSensitivitySettingsIR.`vega()`	Retrieve the IR Risk Class Vega Sensitivity Settings

Constructors in org.drip.simm.parameters with parameters of type RiskMeasureSensitivitySettingsIR
Constructor	Description
`RiskClassSensitivitySettingsIR(RiskMeasureSensitivitySettingsIR delta, RiskMeasureSensitivitySettingsIR vega, RiskMeasureSensitivitySettingsIR curvature)`	RiskClassSensitivitySettingsIR Constructor

Uses of RiskMeasureSensitivitySettingsIR in org.drip.simm.product

Methods in org.drip.simm.product with parameters of type RiskMeasureSensitivitySettingsIR
Modifier and Type	Method	Description
`RiskMeasureAggregateIR`	RiskMeasureSensitivityIR.`curvatureAggregate(RiskMeasureSensitivitySettingsIR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)`	Generate the Curvature Risk Measure Aggregate
`RiskMeasureAggregateIR`	RiskMeasureSensitivityIR.`linearAggregate(RiskMeasureSensitivitySettingsIR riskMeasureSensitivitySettings, MarginEstimationSettings marginEstimationSettings)`	Generate the Linear Risk Measure Aggregate