CapitalUnitIdiosyncraticScenario

java.lang.Object

org.drip.capital.feed.CapitalUnitIdiosyncraticScenario

public class CapitalUnitIdiosyncraticScenario
extends java.lang.Object

CapitalUnitIdiosyncraticScenario holds the Idiosyncratic Scenario Specifications of a Capital Unit. 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 = Risk Capital Estimation - Feed Processors

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`CapitalUnitIdiosyncraticScenario(java.lang.String factorSensitivity, java.lang.String scenarioName, double pnl, double probability)`	CapitalUnitIdiosyncraticScenario Constructor

Method Summary

Modifier and Type	Method	Description
`java.lang.String`	`factorSensitivity()`	Retrieve the Factor Sensitivity
`double`	`pnl()`	Retrieve the Scenario PnL
`double`	`probability()`	Retrieve the Scenario Probability
`java.lang.String`	`scenarioName()`	Retrieve the Scenario Name
`java.lang.String`	`toString()`

Methods inherited from class java.lang.Object

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

Constructor Details
- CapitalUnitIdiosyncraticScenario
  
  public CapitalUnitIdiosyncraticScenario(java.lang.String factorSensitivity, java.lang.String scenarioName, double pnl, double probability) throws java.lang.Exception
  
  CapitalUnitIdiosyncraticScenario Constructor
  
  Parameters:
  
  factorSensitivity - Factor Sensitivity
  
  scenarioName - Scenario Name
  
  pnl - Scenario PnL
  
  probability - Scenario Probability
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- factorSensitivity
  
  public java.lang.String factorSensitivity()
  
  Retrieve the Factor Sensitivity
  
  Returns:
  
  The Factor Sensitivity
- scenarioName
  
  public java.lang.String scenarioName()
  
  Retrieve the Scenario Name
  
  Returns:
  
  The Scenario Name
- pnl
  
  public double pnl()
  
  Retrieve the Scenario PnL
  
  Returns:
  
  The Scenario PnL
- probability
  
  public double probability()
  
  Retrieve the Scenario Probability
  
  Returns:
  
  The Scenario Probability
- toString
  
  public java.lang.String toString()
  
  Overrides:
  
  toString in class java.lang.Object