simmconcentrationisdav1_3_38.hpp File Reference

SIMM concentration thresholds for SIMM version 1.3.38. More...

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

Classes
class	SimmConcentration_ISDA_V1_3_38
	Class giving the SIMM concentration thresholds for v1.3.38. More...

Namespaces
	ore
	ore::analytics

Detailed Description

SIMM concentration thresholds for SIMM version 1.3.38.