EntityCapital

java.lang.Object

org.drip.capital.allocation.EntityCapital

public class EntityCapital
extends java.lang.Object

EntityCapital holds the Capital for each Entity. The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm
Glasserman, P. (2004): Monte Carlo Methods in Financial Engineering Springer
Kupiec, P. H. (2000): Stress Tests and Risk Capital Risk 2 (4) 27-39

Module = Portfolio Core Module
Library = Capital Analytics
Project = Basel Market Risk and Operational Capital
Package = Economic Risk Capital Entity Allocation

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

EntityCapital(double absolute, double fractional)
EntityCapital Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`absolute()`	Retrieve the Absolute Amount of the Entity Capital
`double`	`fractional()`	Retrieve the Fractional Amount of the Entity Capital
`java.lang.String`	`toString()`

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details
- EntityCapital
  
  public EntityCapital(double absolute, double fractional) throws java.lang.Exception
  
  EntityCapital Constructor
  
  Parameters:
  
  absolute - Absolute Amount of the Entity Capital
  
  fractional - Fractional Amount of the Entity Capital
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- absolute
  
  public double absolute()
  
  Retrieve the Absolute Amount of the Entity Capital
  
  Returns:
  
  Absolute Amount of the Entity Capital
- fractional
  
  public double fractional()
  
  Retrieve the Fractional Amount of the Entity Capital
  
  Returns:
  
  Fractional Amount of the Entity Capital
- toString
  
  public java.lang.String toString()
  
  Overrides:
  
  toString in class java.lang.Object