Uses of Class
org.drip.capital.setting.HorizonTailPnLControl
| Package | Description |
|---|---|
| org.drip.capital.setting |
Economic Risk Capital Simulation Settings
|
-
Uses of HorizonTailPnLControl in org.drip.capital.setting
Subclasses of HorizonTailPnLControl in org.drip.capital.setting Modifier and Type Class Description classHorizonTailFSPnLControlHorizonTailFSPnLControl holds the Horizon, Tail, and Risk Factor FS Volatility Adjustment Control Parameters.Methods in org.drip.capital.setting that return HorizonTailPnLControl Modifier and Type Method Description static HorizonTailPnLControlHorizonTailPnLControl. StandardStress()Construct the Standard Stress Instance of HorizonTailPnLControlHorizonTailPnLControlSimulationPnLControl. stress()Retrieve the Stress Horizon Tail Adjustment ControlConstructors in org.drip.capital.setting with parameters of type HorizonTailPnLControl Constructor Description SimulationPnLControl(HorizonTailFSPnLControl noStress, HorizonTailPnLControl stress)SimulationPnLControl Constructor