Package org.drip.capital.definition
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
- Module = Portfolio Core Module
- Library = Capital Analytics
- Project = Basel Market Risk and Operational Capital
- Package = Economic Risk Capital Categorical Definitions
- Author:
- Lakshmi Krishnamurthy
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Field Summary
Fields Modifier and Type Field Description static java.lang.String
ASIA
ASIA Regionstatic java.lang.String
EMEA
EMEA Regionstatic java.lang.String
LATIN_AMERICA
LATIN AMERICA Regionstatic java.lang.String
NORTH_AMERICA
NORTH AMERICA Region -
Constructor Summary
Constructors Constructor Description Region()
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Method Summary
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Field Details
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ASIA
public static final java.lang.String ASIAASIA Region- See Also:
- Constant Field Values
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EMEA
public static final java.lang.String EMEAEMEA Region- See Also:
- Constant Field Values
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LATIN_AMERICA
public static final java.lang.String LATIN_AMERICALATIN AMERICA Region- See Also:
- Constant Field Values
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NORTH_AMERICA
public static final java.lang.String NORTH_AMERICANORTH AMERICA Region- See Also:
- Constant Field Values
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Constructor Details
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Region
public Region()
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