Group

java.lang.Object

org.drip.capital.definition.Group

public class Group
extends java.lang.Object

Group maintains the C¹ Fixings for the Group Categorical Variate. 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 Categorical Definitions

Author:: Lakshmi Krishnamurthy

Field Summary

Fields
Modifier and Type	Field	Description
`static java.lang.String`	`BHCCORP_CONSUMER`	BHC - Consumer Group
`static java.lang.String`	`BHCCORP_ICG`	BHC - ICG Group
`static java.lang.String`	`CORPORATE_CENTER`	CorpCtr Group
`static java.lang.String`	`HOLDINGS`	Holdings Group

Constructor Summary

Constructors

Constructor Description

Group()
Method Summary

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details
- BHCCORP_CONSUMER
  
  public static final java.lang.String BHCCORP_CONSUMER
  
  BHC - Consumer Group
  
  See Also:
  
  Constant Field Values
- BHCCORP_ICG
  
  public static final java.lang.String BHCCORP_ICG
  
  BHC - ICG Group
  
  See Also:
  
  Constant Field Values
- CORPORATE_CENTER
  
  public static final java.lang.String CORPORATE_CENTER
  
  CorpCtr Group
  
  See Also:
  
  Constant Field Values
- HOLDINGS
  
  public static final java.lang.String HOLDINGS
  
  Holdings Group
  
  See Also:
  
  Constant Field Values
Constructor Details
- Group
  
  public Group()