Uses of Class
org.drip.simm.product.BucketSensitivityIR
Package | Description |
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org.drip.simm.product |
ISDA SIMM Risk Factor Sensitivities
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Uses of BucketSensitivityIR in org.drip.simm.product
Methods in org.drip.simm.product that return BucketSensitivityIR Modifier and Type Method Description static BucketSensitivityIR
BucketSensitivityIR. Standard(java.util.Map<java.lang.String,java.lang.Double> oisTenorSensitivity, java.util.Map<java.lang.String,java.lang.Double> libor1MTenorSensitivity, java.util.Map<java.lang.String,java.lang.Double> libor3MTenorSensitivity, java.util.Map<java.lang.String,java.lang.Double> libor6MTenorSensitivity, java.util.Map<java.lang.String,java.lang.Double> libor12MTenorSensitivity, java.util.Map<java.lang.String,java.lang.Double> primeTenorSensitivity, java.util.Map<java.lang.String,java.lang.Double> municipalTenorSensitivity)
Generate a Standard Instance of BucketSensitivityIR from the Tenor Sensitivity MapsMethods in org.drip.simm.product that return types with arguments of type BucketSensitivityIR Modifier and Type Method Description java.util.Map<java.lang.String,BucketSensitivityIR>
RiskMeasureSensitivityIR. bucketSensitivityMap()
Retrieve the Risk Class Bucket Sensitivity MapConstructor parameters in org.drip.simm.product with type arguments of type BucketSensitivityIR Constructor Description RiskMeasureSensitivityIR(java.util.Map<java.lang.String,BucketSensitivityIR> bucketSensitivityMap)
RiskMeasureSensitivityIR Constructor