Package org.drip.capital.entity

Economic Risk Capital Estimation Nodes
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    CapitalSimulator
    CapitalSimulator exposes the Simulator for the VaR and the Stress Functionality for a given Capital Entity - Segment or Unit.
  • Class Summary
    Class Description
    CapitalSegment
    CapitalSegment exposes the VaR and the Stress Functionality for a Capital Segment.
    CapitalUnit
    CapitalUnit implements the VaR and the Stress Functionality for the specified Capital Unit.
    CapitalUnitEventContainer
    CapitalUnitEventContainer contains all the Stress Event Specifications across all of the Event Types that belong inside of the a Capital Unit.
    ManagedSegmentL1
    ManagedSegmentL1 implements the VaR and the Stress Functionality inside of the L1 Managed Segment.
    ManagedSegmentLn
    ManagedSegmentLn implements the VaR and the Stress Functionality inside of the Ln Managed Segment.