SimmConcentration Class Reference

#include <orea/simm/simmconcentration.hpp>

Inheritance diagram for SimmConcentration:

Collaboration diagram for SimmConcentration:

Public Member Functions
virtual	~SimmConcentration ()
	Destructor. More...
virtual QuantLib::Real	threshold (const CrifRecord::RiskType &riskType, const std::string &qualifier) const =0

Detailed Description

Definition at line 35 of file simmconcentration.hpp.

Constructor & Destructor Documentation

~SimmConcentration()

virtual ~SimmConcentration ( )

virtual

Destructor.

Definition at line 38 of file simmconcentration.hpp.

{}

Member Function Documentation

threshold()

virtual QuantLib::Real threshold ( const CrifRecord::RiskType &  riskType, const std::string &  qualifier  ) const

pure virtual

Return the SIMM concentration threshold for a given SIMM RiskType and SIMM Qualifier.

Implemented in SimmConcentrationBase, SimmConcentrationCalibration, SimmConcentration_ISDA_V1_3, SimmConcentration_ISDA_V1_3_38, SimmConcentration_ISDA_V2_0, SimmConcentration_ISDA_V2_1, SimmConcentration_ISDA_V2_2, SimmConcentration_ISDA_V2_3, SimmConcentration_ISDA_V2_3_8, SimmConcentration_ISDA_V2_5, SimmConcentration_ISDA_V2_5A, and SimmConcentration_ISDA_V2_6.