Uses of Class
org.drip.simm.product.RiskClassSensitivity
| Package | Description |
|---|---|
| org.drip.simm.estimator |
ISDA SIMM Core + Add-On Estimator
|
-
Uses of RiskClassSensitivity in org.drip.simm.estimator
Methods in org.drip.simm.estimator that return RiskClassSensitivity Modifier and Type Method Description RiskClassSensitivityProductClassSensitivity. commodityRiskClassSensitivity()Retrieve the Commodity Risk Class SensitivityRiskClassSensitivityProductClassSensitivity. equityRiskClassSensitivity()Retrieve the Equity Risk Class SensitivityRiskClassSensitivityProductClassSensitivity. fxRiskClassSensitivity()Retrieve the FX Risk Class SensitivityConstructors in org.drip.simm.estimator with parameters of type RiskClassSensitivity Constructor Description ProductClassSensitivity(RiskClassSensitivity equityRiskClassSensitivity, RiskClassSensitivity commodityRiskClassSensitivity, RiskClassSensitivity fxRiskClassSensitivity, RiskClassSensitivityIR irRiskClassSensitivity, RiskClassSensitivityCR creditQualifyingRiskClassSensitivity, RiskClassSensitivityCR creditNonQualifyingRiskClassSensitivity)ProductClassSensitivity Constructor