simmconcentrationcalibration.hpp File Reference

SIMM concentration thresholds built from SIMM calibration. More...

#include <orea/simm/simmconcentration.hpp>
#include <orea/simm/simmcalibration.hpp>
#include <map>
#include <orea/simm/simmbucketmapper.hpp>
#include <orea/simm/crifrecord.hpp>
#include <set>
#include <string>

Go to the source code of this file.

Classes
class	SimmConcentrationCalibration
	Class giving the ISDA SIMM concentration thresholds as defined by a SIMM calibration. More...

Namespaces
namespace	ore
namespace	ore::analytics

Detailed Description

SIMM concentration thresholds built from SIMM calibration.

Definition in file simmconcentrationcalibration.hpp.