Logo
Reference manual - version orea_version
simmconcentrationisdav2_6.hpp File Reference

SIMM concentration thresholds for SIMM version 2.6. More...

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

Classes

class  SimmConcentration_ISDA_V2_6

Namespaces

namespace  ore
namespace  ore::analytics

Detailed Description

SIMM concentration thresholds for SIMM version 2.6.