Class Region

java.lang.Object
org.drip.capital.definition.Region

public class Region
extends java.lang.Object
Region maintains the C1 Fixings for the Region 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 ASIA
    ASIA Region
    static java.lang.String EMEA
    EMEA Region
    static java.lang.String LATIN_AMERICA
    LATIN AMERICA Region
    static java.lang.String NORTH_AMERICA
    NORTH AMERICA Region
  • Constructor Summary

    Constructors
    Constructor Description
    Region()  
  • Method Summary

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Field Details

    • ASIA

      public static final java.lang.String ASIA
      ASIA Region
      See Also:
      Constant Field Values
    • EMEA

      public static final java.lang.String EMEA
      EMEA Region
      See Also:
      Constant Field Values
    • LATIN_AMERICA

      public static final java.lang.String LATIN_AMERICA
      LATIN AMERICA Region
      See Also:
      Constant Field Values
    • NORTH_AMERICA

      public static final java.lang.String NORTH_AMERICA
      NORTH AMERICA Region
      See Also:
      Constant Field Values
  • Constructor Details

    • Region

      public Region()