Uses of Class
org.drip.capital.setting.HorizonTailFSPnLControl
Package | Description |
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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 HorizonTailFSPnLControl
SimulationPnLControl. noStress()
Retrieve the No-stress Horizon Tail Volatility Adjustment Controlstatic HorizonTailFSPnLControl
HorizonTailFSPnLControl. 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