Uses of Class
org.drip.capital.setting.HorizonTailFSPnLControl
| Package | Description |
|---|---|
| org.drip.capital.setting |
Economic Risk Capital Simulation Settings
|
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Uses of HorizonTailFSPnLControl in org.drip.capital.setting
Methods in org.drip.capital.setting that return HorizonTailFSPnLControl Modifier and Type Method Description HorizonTailFSPnLControlSimulationPnLControl. noStress()Retrieve the No-stress Horizon Tail Volatility Adjustment Controlstatic HorizonTailFSPnLControlHorizonTailFSPnLControl. Standard()Construct the Standard Instance of HorizonTailFSPnLControlConstructors in org.drip.capital.setting with parameters of type HorizonTailFSPnLControl Constructor Description SimulationPnLControl(HorizonTailFSPnLControl noStress, HorizonTailPnLControl stress)SimulationPnLControl Constructor