Package org.drip.capital.shell

Class BusinessGroupingContext

java.lang.Object
org.drip.capital.shell.BusinessGroupingContext
public class BusinessGroupingContext
extends java.lang.Object
BusinessGroupingContext maintains the Loaded Business Groupings. 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

  • Constructor Summary

    Constructors
    Constructor Description
    BusinessGroupingContext​(java.util.Map<java.lang.String,​BusinessGrouping> businessGroupingMap)
    BusinessGroupingContext Constructor

  • Method Summary

    Modifier and Type Method Description
    BusinessGrouping businessGrouping​(java.lang.String business)
    Retrieve the Grouping for the specified Business Unit
    java.util.Map<java.lang.String,​BusinessGrouping> businessGroupingMap()
    Retrieve the Business Grouping Map
    java.util.Set<java.lang.String> businessSetFromGroup​(java.lang.String group)
    Retrieve the Set of Businesses belonging to the Group
    java.util.Set<java.lang.String> businessSetFromProduct​(java.lang.String product)
    Retrieve the Set of Businesses belonging to the Product
    boolean containsBusiness​(java.lang.String business)
    Indicate if the Grouping for the specified Business Unit is Available

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • BusinessGroupingContext

      public BusinessGroupingContext​(java.util.Map<java.lang.String,​BusinessGrouping> businessGroupingMap) throws java.lang.Exception
      BusinessGroupingContext Constructor
      Parameters:
      businessGroupingMap - Business Grouping Map
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • containsBusiness

      public boolean containsBusiness​(java.lang.String business)
      Indicate if the Grouping for the specified Business Unit is Available
      Parameters:
      business - Business
      Returns:
      TRUE - Grouping for the specified Business Unit is Available

    • businessGrouping

      public BusinessGrouping businessGrouping​(java.lang.String business)
      Retrieve the Grouping for the specified Business Unit
      Parameters:
      business - Business
      Returns:
      The Grouping for the specified Business Unit

    • businessSetFromGroup

      public java.util.Set<java.lang.String> businessSetFromGroup​(java.lang.String group)
      Retrieve the Set of Businesses belonging to the Group
      Parameters:
      group - The Group
      Returns:
      Set of Businesses belonging to the Group

    • businessSetFromProduct

      public java.util.Set<java.lang.String> businessSetFromProduct​(java.lang.String product)
      Retrieve the Set of Businesses belonging to the Product
      Parameters:
      product - The Product
      Returns:
      Set of Businesses belonging to the Product

    • businessGroupingMap

      public java.util.Map<java.lang.String,​BusinessGrouping> businessGroupingMap()
      Retrieve the Business Grouping Map
      Returns:
      The Business Grouping Map