Uses of Class
org.drip.simm.product.RiskMeasureSensitivity
Package | Description |
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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 RiskMeasureSensitivity
RiskClassSensitivity. curvature()
Retrieve the Curvature Risk Measure SensitivityRiskMeasureSensitivity
RiskClassSensitivity. delta()
Retrieve the Delta Risk Measure SensitivityRiskMeasureSensitivity
RiskClassSensitivity. 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