ManagedSegmentLn

java.lang.Object

org.drip.capital.entity.CapitalSegment

org.drip.capital.entity.ManagedSegmentL1

org.drip.capital.entity.ManagedSegmentLn

All Implemented Interfaces:: CapitalSimulator

public class ManagedSegmentLn
extends ManagedSegmentL1

ManagedSegmentLn implements the VaR and the Stress Functionality inside of the Ln Managed Segment. 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 Estimation Nodes

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`ManagedSegmentLn(java.util.Map<java.lang.String,java.util.List<ManagedSegmentL1>> managedSegmentL1ListMap, CapitalSegmentCoordinate managedSegmentCoordinate, CapitalUnit[] capitalUnitArray)`	ManagedSegmentLn Constructor

Method Summary

Modifier and Type	Method	Description
`java.util.Map<java.lang.String,java.util.List<ManagedSegmentL1>>`	`managedSegmentL1ListMap()`	Retrieve the L1 Managed Segment List Map
`static ManagedSegmentLn`	`Standard(CapitalSegmentCoordinate managedSegmentCoordinate, CapitalUnit[] capitalUnitArray)`	Construct a Standard Instance of ManagedSegmentLn

Methods inherited from class org.drip.capital.entity.ManagedSegmentL1

capitalUnitArray

Methods inherited from class org.drip.capital.entity.CapitalSegment

capitalUnitPathPnLRealizationGrid, coordinate, pathEnsemble, pathEnsemble, pathPnLRealizationArray

Methods inherited from class java.lang.Object

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

Constructor Details
- ManagedSegmentLn
  
  public ManagedSegmentLn(java.util.Map<java.lang.String,java.util.List<ManagedSegmentL1>> managedSegmentL1ListMap, CapitalSegmentCoordinate managedSegmentCoordinate, CapitalUnit[] capitalUnitArray) throws java.lang.Exception
  
  ManagedSegmentLn Constructor
  
  Parameters:
  
  managedSegmentL1ListMap - L1 Managed Segment List Map
  
  managedSegmentCoordinate - Managed Segment Coordinate
  
  capitalUnitArray - Array of Capital Units
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- Standard
  
  public static final ManagedSegmentLn Standard(CapitalSegmentCoordinate managedSegmentCoordinate, CapitalUnit[] capitalUnitArray)
  
  Construct a Standard Instance of ManagedSegmentLn
  
  Parameters:
  
  managedSegmentCoordinate - Managed Segment Coordinate
  
  capitalUnitArray - Array of Capital Units
  
  Returns:
  
  Standard Instance of ManagedSegmentLn
- managedSegmentL1ListMap
  
  public java.util.Map<java.lang.String,java.util.List<ManagedSegmentL1>> managedSegmentL1ListMap()
  
  Retrieve the L1 Managed Segment List Map
  
  Returns:
  
  The L1 Managed Segment List Map