Uses of Class
org.drip.simm.rates.IRWeight

Packages that use IRWeight
Package Description
org.drip.simm.rates
SIMM IR Risk Factor Settings

  • Uses of IRWeight in org.drip.simm.rates

    Methods in org.drip.simm.rates that return IRWeight
    Modifier and Type Method Description
    static IRWeight IRSettingsContainer20.RiskWeight​(java.lang.String currency)
    Retrieve the IR Risk Weight for the specified Currency #1
    static IRWeight IRSettingsContainer20.RiskWeight​(java.lang.String currency, java.lang.String subCurve)
    Retrieve the IR Risk Weight for the specified Currency #2
    static IRWeight IRSettingsContainer21.RiskWeight​(java.lang.String currency)
    Retrieve the IR Risk Weight for the specified Currency #1
    static IRWeight IRSettingsContainer21.RiskWeight​(java.lang.String currency, java.lang.String subCurve)
    Retrieve the IR Risk Weight for the specified Currency #2
    static IRWeight IRSettingsContainer24.RiskWeight​(java.lang.String currency)
    Retrieve the IR Risk Weight for the specified Currency
    static IRWeight IRSettingsContainer24.RiskWeight​(java.lang.String currency, java.lang.String subCurve)
    Retrieve the IR Risk Weight for the specified Currency
    Methods in org.drip.simm.rates that return types with arguments of type IRWeight
    Modifier and Type Method Description
    static java.util.Map<java.lang.String,​IRWeight> IRSettingsContainer20.RiskWeight()
    Retrieve the Interest Rate Risk Weight Term Structure based on the Volatility Type
    static java.util.Map<java.lang.String,​IRWeight> IRSettingsContainer21.RiskWeight()
    Retrieve the Interest Rate Risk Weight Term Structure based on the Volatility Type
    static java.util.Map<java.lang.String,​IRWeight> IRSettingsContainer24.RiskWeight()
    Retrieve the Interest Rate Risk Weight Term Structure based on the Volatility Type