Package org.drip.capital.feed
Risk Capital Estimation - Feed Processors
- Author:
- Lakshmi Krishnamurthy
-
Class Summary Class Description CapitalUnitCorrelatedScenario CapitalUnitCorrelatedScenario holds the Correlated Scenario Specifications of a Capital Unit.CapitalUnitIdiosyncraticScenario CapitalUnitIdiosyncraticScenario holds the Idiosyncratic Scenario Specifications of a Capital Unit.CapitalUnitStressScenarioLoader CapitalUnitStressScenarioLoader loads the Stress Scenario Specifications of a Capital Unit.