Package org.drip.capital.definition

Economic Risk Capital Categorical Definitions
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    Business
    Business maintains the C1 Fixings for the Business Categorical Variate.
    Group
    Group maintains the C1 Fixings for the Group Categorical Variate.
    Product
    Product maintains the C1 Fixings for the Product Categorical Variate.
    Region
    Region maintains the C1 Fixings for the Region Categorical Variate.
    RiskType
    RiskType maintains the C1 Fixings for the Risk Type Categorical Variate.
    StressScenarioType
    StressScenarioType contains the Stress Scenario Types - Systemic, Correlated, and Idiosyncratic.
    SystemicScenarioDefinition
    SystemicScenarioDefinition holds the various SYSTEMIC Definitions.