Package org.drip.capital.definition

Class Product

java.lang.Object
org.drip.capital.definition.Product
public class Product
extends java.lang.Object
Product maintains the C1 Fixings for the Product 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


Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static java.lang.String ADVISORY
    Advisory Product
    static java.lang.String BAM
    BAM Product
    static java.lang.String CAI
    CAI Product
    static java.lang.String COMMODITIES
    Commodities Product
    static java.lang.String CONSUMER
    Consumer Product
    static java.lang.String CORPORATE_CENTER
    CorpCtr Product
    static java.lang.String EM_ABF
    EM ABF Product
    static java.lang.String EQUITIES
    Equities Product
    static java.lang.String EQUITY_UNDERWRITING
    Equity_Underwriting Product
    static java.lang.String FIXED_INCOME_UNDERWRITING
    Fixed_Income_Underwriting Product
    static java.lang.String FX_LOCAL_MARKETS
    FX_Local_Markets Product
    static java.lang.String G10_RATES
    G10_Rates Product
    static java.lang.String G10_RISK_TREASURY_RV_FINANCE
    G10_Risk_Treasury_RV_Finance Product
    static java.lang.String GSP
    GSP Product
    static java.lang.String GTS
    GTS Product
    static java.lang.String GWM
    GWM Product
    static java.lang.String HOLDINGS_CONSUMER
    Holdings_Consumer Product
    static java.lang.String NIKKO_INVESTMENTS
    Nikko Investments Product
    static java.lang.String OS_B
    OS and B Product
    static java.lang.String OTHER_GLOBAL_MARKETS
    Other_Global_Markets Product
    static java.lang.String PRIME_FINANCE
    Prime Finance Product
    static java.lang.String SAP
    SAP Product

  • Constructor Summary

    Constructors
    Constructor Description
    Product()  

  • Method Summary

    Methods inherited from class java.lang.Object

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

  • Field Details

    • ADVISORY

      public static final java.lang.String ADVISORY
      Advisory Product
      See Also:
      Constant Field Values

    • BAM

      public static final java.lang.String BAM
      BAM Product
      See Also:
      Constant Field Values

    • CAI

      public static final java.lang.String CAI
      CAI Product
      See Also:
      Constant Field Values

    • COMMODITIES

      public static final java.lang.String COMMODITIES
      Commodities Product
      See Also:
      Constant Field Values

    • CONSUMER

      public static final java.lang.String CONSUMER
      Consumer Product
      See Also:
      Constant Field Values

    • CORPORATE_CENTER

      public static final java.lang.String CORPORATE_CENTER
      CorpCtr Product
      See Also:
      Constant Field Values

    • EM_ABF

      public static final java.lang.String EM_ABF
      EM ABF Product
      See Also:
      Constant Field Values

    • EQUITIES

      public static final java.lang.String EQUITIES
      Equities Product
      See Also:
      Constant Field Values

    • EQUITY_UNDERWRITING

      public static final java.lang.String EQUITY_UNDERWRITING
      Equity_Underwriting Product
      See Also:
      Constant Field Values

    • FIXED_INCOME_UNDERWRITING

      public static final java.lang.String FIXED_INCOME_UNDERWRITING
      Fixed_Income_Underwriting Product
      See Also:
      Constant Field Values

    • FX_LOCAL_MARKETS

      public static final java.lang.String FX_LOCAL_MARKETS
      FX_Local_Markets Product
      See Also:
      Constant Field Values

    • G10_RATES

      public static final java.lang.String G10_RATES
      G10_Rates Product
      See Also:
      Constant Field Values

    • G10_RISK_TREASURY_RV_FINANCE

      public static final java.lang.String G10_RISK_TREASURY_RV_FINANCE
      G10_Risk_Treasury_RV_Finance Product
      See Also:
      Constant Field Values

    • GSP

      public static final java.lang.String GSP
      GSP Product
      See Also:
      Constant Field Values

    • GTS

      public static final java.lang.String GTS
      GTS Product
      See Also:
      Constant Field Values

    • GWM

      public static final java.lang.String GWM
      GWM Product
      See Also:
      Constant Field Values

    • HOLDINGS_CONSUMER

      public static final java.lang.String HOLDINGS_CONSUMER
      Holdings_Consumer Product
      See Also:
      Constant Field Values

    • NIKKO_INVESTMENTS

      public static final java.lang.String NIKKO_INVESTMENTS
      Nikko Investments Product
      See Also:
      Constant Field Values

    • OS_B

      public static final java.lang.String OS_B
      OS and B Product
      See Also:
      Constant Field Values

    • OTHER_GLOBAL_MARKETS

      public static final java.lang.String OTHER_GLOBAL_MARKETS
      Other_Global_Markets Product
      See Also:
      Constant Field Values

    • PRIME_FINANCE

      public static final java.lang.String PRIME_FINANCE
      Prime Finance Product
      See Also:
      Constant Field Values

    • SAP

      public static final java.lang.String SAP
      SAP Product
      See Also:
      Constant Field Values

  • Constructor Details

    • Product

      public Product()