Package org.drip.capital.env

Class SystemicScenarioDefinitionContextManager

java.lang.Object

org.drip.capital.env.SystemicScenarioDefinitionContextManager

public class SystemicScenarioDefinitionContextManager
extends java.lang.Object

SystemicScenarioDefinitionContextManager sets up the Predictor Scenario Specification Container. 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
SystemicScenarioDefinitionContextManager()

Method Summary

Modifier and Type	Method	Description
static boolean	Init()	Initialize the GSST Design Context Manager
static PredictorScenarioSpecificationContainer	PredictorScenarioSpecificationContainer()	Retrieve the Predictor Scenario Specification Container

Methods inherited from class java.lang.Object

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

Constructor Details

SystemicScenarioDefinitionContextManager

public SystemicScenarioDefinitionContextManager()

Method Details

Init

public static final boolean Init()

Initialize the GSST Design Context Manager

Returns:

TRUE - The GSST Design Context Manager successfully initialized

PredictorScenarioSpecificationContainer

public static final PredictorScenarioSpecificationContainer PredictorScenarioSpecificationContainer()

Retrieve the Predictor Scenario Specification Container

Returns:

The Predictor Scenario Specification Container