RegionDigramFactory

java.lang.Object

org.drip.capital.env.RegionDigramFactory

public class RegionDigramFactory
extends java.lang.Object

RegionDigramFactory instantiates the Built-in Region Digram Mapping. 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 Parameter Factories

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

RegionDigramFactory()
Method Summary

Modifier and Type Method Description

static RegionDigramContext Instantiate()
Instantiate the Built-in RegionDigramContext

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- RegionDigramFactory
  
  public RegionDigramFactory()
Method Details
- Instantiate
  
  public static RegionDigramContext Instantiate()
  
  Instantiate the Built-in RegionDigramContext
  
  Returns:
  
  TRUE - The RegionDigramContext Instance