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