Uses of Class
org.drip.simm.product.RiskMeasureSensitivityCR
| Package | Description |
|---|---|
| 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 RiskMeasureSensitivityCRRiskClassSensitivityCR. curvature()Retrieve the CR Curvature Risk Measure SensitivityRiskMeasureSensitivityCRRiskClassSensitivityCR. delta()Retrieve the CR Delta Risk Measure SensitivityRiskMeasureSensitivityCRRiskClassSensitivityCR. 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