SimmConcentration Class Reference

Inheritance diagram for SimmConcentration:

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

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