Package org.drip.capital.env

Economic Risk Capital Parameter Factories

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
AccountBusinessFactory	AccountBusinessFactory instantiates the Built-in Account To Business Mappings.
BusinessGroupingFactory	BusinessGroupingFactory instantiates the Built-in Business Groupings.
CapitalEstimationContextManager	CapitalEstimationContextManager initializes the Capital Estimation Context Settings.
CapitalUnitStressEventFactory	CapitalUnitStressEventFactory instantiates the Built-in Systemic, Idiosyncratic, and Correlated Events at the Capital Unit Coordinate Level.
RegionDigramFactory	RegionDigramFactory instantiates the Built-in Region Digram Mapping.
RiskTypeFactory	RiskTypeFactory instantiates the Built-in Mapping between Risk Code and Risk Type.
SystemicScenarioDefinitionContextManager	SystemicScenarioDefinitionContextManager sets up the Predictor Scenario Specification Container.
SystemicScenarioDesignContextManager	SystemicScenarioDesignContextManager sets up the Credit Spread Event Container.
VolatilityScaleFactory	VolatilityScaleFactory instantiates the Built-in Risk-Factor Volatility Scale Mappings.