Package com.activeviam.frtb.core.cfg.measures

Interface Summary

Interface	Description
EulerMeasures.EulerMeasuresChainFactory
EulerMeasures.EulerRiskMeasuresChainFactory
EulerMeasures.PostProcessorDescriptionAggregatesMapRiskChargeFactory
EulerMeasures.PostProcessorDescriptionAggregatesMapRiskPositionFactory
EulerMeasures.PostProcessorDescriptionRiskChargeDoubleSumsFactory
EulerMeasures.PostProcessorDescriptionRiskChargeEulerFactory
EulerMeasures.PostProcessorDescriptionRiskPositionDoubleSumsFactory
EulerMeasures.PostProcessorDescriptionRiskPositionEulerFactory
IncrementalMeasures.CurvatureIncrementalPostProcessorsFactory
IncrementalMeasures.IncrementalPostProcessorsFactory
IncrementalMeasures.IncrementalRiskPostProcessorsFactory
Measure

Class Summary

Class	Description
CommodityCurvatureMeasures	Static methods for producing the descriptions of the post-processors for the Commodity Curvature measures.
CommodityDeltaMeasures	Static methods for producing the descriptions of the post-processors for the Commodity Delta measures.
CommodityVegaMeasures	Static methods for producing the descriptions of the post-processors for the Commodity Vega measures.
CSRNSCurvatureMeasures	Static methods for producing the descriptions of the post-processors for the CSR non-Sec Curvature measures.
CSRNSDeltaMeasures	Static methods for producing the descriptions of the post-processors for the CSR non-Sec Delta measures.
CSRNSVegaMeasures	Static methods for producing the descriptions of the post-processors for the CSR non-Sec Vega measures.
CSRSecCTPCurvatureMeasures	Static methods for producing the descriptions of the post-processors for the CSR Sec CTP Curvature measures.
CSRSecCTPDeltaMeasures	Static methods for producing the descriptions of the post-processors for the CSR Sec CTP Delta measures.
CSRSecCTPVegaMeasures	Static methods for producing the descriptions of the post-processors for the CSR Sec CTP Vega measures.
CSRSecNonCTPCurvatureMeasures	Static methods for producing the descriptions of the post-processors for the CSR Sec Non-CTP Curvature measures.
CSRSecNonCTPDeltaMeasures	Static methods for producing the descriptions of the post-processors for the CSR Sec Non-CTP Delta measures.
CSRSecNonCTPVegaMeasures	Static methods for producing the descriptions of the post-processors for the CSR Sec Non-CTP Vega measures.
CurvatureMeasures
DRCMeasures
DRCNSMeasures
DRCSecNonCTPMeasures
EquityCurvatureMeasures	Static methods for producing the descriptions of the post-processors for the Equity Curvature measures.
EquityDeltaMeasures	Static methods for producing the descriptions of the post-processors for the Equity Delta measures.
EquityVegaMeasures	Static methods for producing the descriptions of the post-processors for the Equity Vega measures.
EulerMeasures	Utility class to help build the incremental measures; also used for the numerical Euler measures.
FxCurvatureMeasures	Static methods for producing the descriptions of the post-processors for the FX Curvature measures.
FxDeltaMeasures	Static methods for producing the descriptions of the post-processors for the FX Delta measures.
FxVegaMeasures	Static methods for producing the descriptions of the post-processors for the FX Vega measures.
GIRRCurvatureMeasures	Static methods for producing the descriptions of the post-processors for the GIRR Curvature measures.
GIRRDeltaMeasures	Static methods for producing the descriptions of the post-processors for the GIRR Delta measures.
GIRRVegaMeasures	Static methods for producing the descriptions of the post-processors for the GIRR Vega measures.
IncrementalMeasures	Utility class to help build the incremental measures; also used for the numerical Euler measures.
MeasureUtils
RRAOMeasures

Enum Summary

Enum	Description
GIRRDeltaMeasures.GIRRSensitivityMeasure
Measure.CurvatureMeasure
Measure.DRCMeasure
Measure.EulerMeasure
Measure.IncrementalMeasure
Measure.NotionalMeasure
Measure.PVMeasure
Measure.RiskMeasure
Measure.RiskWeightMeasure
Measure.RRAOMeasure
Measure.SensitivityMeasure