Class RegionRiskTypeCoordinate

java.lang.Object
org.drip.capital.label.CapitalUnitCoordinate
org.drip.capital.label.RegionRiskTypeCoordinate
All Implemented Interfaces:
Coordinate
Direct Known Subclasses:
BusinessRegionRiskTypeCoordinate

public class RegionRiskTypeCoordinate
extends CapitalUnitCoordinate
RegionRiskTypeCoordinate implements the Region + Risk Type Coordinate Node Identifier. 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


Author:
Lakshmi Krishnamurthy
  • Field Summary

    Fields inherited from interface org.drip.capital.label.Coordinate

    FQN_DELIMITER
  • Constructor Summary

    Constructors
    Constructor Description
    RegionRiskTypeCoordinate​(java.lang.String region, java.lang.String riskType)
    RegionRiskTypeCoordinate Constructor
  • Method Summary

    Modifier and Type Method Description
    java.lang.String fullyQualifiedName()
    Retrieve the Fully Qualified Name
    java.lang.String region()
    Retrieve the iVAST Region
    static RegionRiskTypeCoordinate Standard​(java.lang.String fullyQualifiedName)
    Construct a Standard Instance of RegionRiskTypeCoordinate from the FQN

    Methods inherited from class org.drip.capital.label.CapitalUnitCoordinate

    id, riskType

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • RegionRiskTypeCoordinate

      public RegionRiskTypeCoordinate​(java.lang.String region, java.lang.String riskType) throws java.lang.Exception
      RegionRiskTypeCoordinate Constructor
      Parameters:
      region - Region
      riskType - Risk Type
      Throws:
      java.lang.Exception - Thown if the Inputs are Invalid
  • Method Details

    • Standard

      public static RegionRiskTypeCoordinate Standard​(java.lang.String fullyQualifiedName)
      Construct a Standard Instance of RegionRiskTypeCoordinate from the FQN
      Parameters:
      fullyQualifiedName - The FQN
      Returns:
      Standard Instance of RegionRiskTypeCoordinate from the FQN
    • region

      public java.lang.String region()
      Retrieve the iVAST Region
      Returns:
      The iVAST Region
    • fullyQualifiedName

      public java.lang.String fullyQualifiedName()
      Description copied from interface: Coordinate
      Retrieve the Fully Qualified Name
      Specified by:
      fullyQualifiedName in interface Coordinate
      Overrides:
      fullyQualifiedName in class CapitalUnitCoordinate
      Returns:
      The Fully Qualified Name