simmconcentrationisdav2_2.hpp File Reference

SIMM concentration thresholds for SIMM version 2.2. More...

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

Classes
class	SimmConcentration_ISDA_V2_2

Namespaces
	ore
	ore::analytics

Detailed Description

SIMM concentration thresholds for SIMM version 2.2.