Uses of Class
org.drip.simm.product.BucketSensitivityIR

Packages that use BucketSensitivityIR
Package Description
org.drip.simm.product
ISDA SIMM Risk Factor Sensitivities
  • 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 Maps
    Methods 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 Map
    Constructor 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