Uses of Class
org.drip.capital.shell.SystemicScenarioPnLSeries
Package | Description |
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org.drip.capital.feed |
Risk Capital Estimation - Feed Processors
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org.drip.capital.shell |
Economic Risk Capital Parameter Contexts
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Uses of SystemicScenarioPnLSeries in org.drip.capital.feed
Methods in org.drip.capital.feed that return SystemicScenarioPnLSeries Modifier and Type Method Description SystemicScenarioPnLSeries
CapitalUnitCorrelatedScenario. scenarioPnL()
Retrieve the CBSST Scenario PnLConstructors in org.drip.capital.feed with parameters of type SystemicScenarioPnLSeries Constructor Description CapitalUnitCorrelatedScenario(java.lang.String factorSensitivity, java.lang.String scenarioName, SystemicScenarioPnLSeries scenarioPnL)
CapitalUnitCorrelatedScenario Constructor -
Uses of SystemicScenarioPnLSeries in org.drip.capital.shell
Methods in org.drip.capital.shell that return SystemicScenarioPnLSeries Modifier and Type Method Description static SystemicScenarioPnLSeries
SystemicScenarioPnLSeries. AggregateComposite(SystemicScenarioPnLSeries[] systemicScenarioPnLSeriesArray)
Aggregate the Array of SystemicScenarioPnLSeries onto a Composite SystemicScenarioPnLSeriesSystemicScenarioPnLSeries
SystemicScenarioPnLSeriesPAA. aggregatePnL()
Generate the Aggregated GSST PnLstatic SystemicScenarioPnLSeries
SystemicScenarioPnLSeries. SingleOutcome(double baseline1974PnL, double baseline2008PnL, double deepDownturnPnL, double dollarDeclinePnL, double interestRateShockPnL, double lostDecadePnL)
Construct the SystemicScenarioPnLSeries with Single Outcomestatic SystemicScenarioPnLSeries
SystemicScenarioPnLSeries. ZERO()
Construct the SystemicScenarioPnLSeries with ZerosMethods in org.drip.capital.shell with parameters of type SystemicScenarioPnLSeries Modifier and Type Method Description boolean
CapitalUnitStressEventContext. addCorrelated(java.lang.String capitalCoordinateFQN, java.lang.String correlatedEventName, SystemicScenarioPnLSeries correlatedSystemicScenarioPnLSeries)
Add a Correlated Event to the Capital Unit Coordinateboolean
CapitalUnitStressEventContext. addSystemic(java.lang.String capitalCoordinateFQN, SystemicScenarioPnLSeries systemicScenarioPnLSeries, SystemicScenarioPnLSeriesPAA systemicScenarioPnLSeriesPAA)
Add a Systemic Event to the Capital Unit Coordinatestatic SystemicScenarioPnLSeries
SystemicScenarioPnLSeries. AggregateComposite(SystemicScenarioPnLSeries[] systemicScenarioPnLSeriesArray)
Aggregate the Array of SystemicScenarioPnLSeries onto a Composite SystemicScenarioPnLSeries