Uses of Class
org.drip.simm.product.RiskMeasureSensitivity
| Package | Description |
|---|---|
| org.drip.simm.product |
ISDA SIMM Risk Factor Sensitivities
|
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Uses of RiskMeasureSensitivity in org.drip.simm.product
Methods in org.drip.simm.product that return RiskMeasureSensitivity Modifier and Type Method Description RiskMeasureSensitivityRiskClassSensitivity. curvature()Retrieve the Curvature Risk Measure SensitivityRiskMeasureSensitivityRiskClassSensitivity. delta()Retrieve the Delta Risk Measure SensitivityRiskMeasureSensitivityRiskClassSensitivity. vega()Retrieve the Vega Risk Measure SensitivityConstructors in org.drip.simm.product with parameters of type RiskMeasureSensitivity Constructor Description RiskClassSensitivity(RiskMeasureSensitivity delta, RiskMeasureSensitivity vega, RiskMeasureSensitivity curvature)RiskClassSensitivity Constructor