Uses of Class
org.drip.capital.shell.SystemicScenarioPnLSeries
| Package | Description |
|---|---|
| org.drip.capital.feed |
Risk Capital Estimation - Feed Processors
|
| 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 SystemicScenarioPnLSeriesCapitalUnitCorrelatedScenario. 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 SystemicScenarioPnLSeriesSystemicScenarioPnLSeries. AggregateComposite(SystemicScenarioPnLSeries[] systemicScenarioPnLSeriesArray)Aggregate the Array of SystemicScenarioPnLSeries onto a Composite SystemicScenarioPnLSeriesSystemicScenarioPnLSeriesSystemicScenarioPnLSeriesPAA. aggregatePnL()Generate the Aggregated GSST PnLstatic SystemicScenarioPnLSeriesSystemicScenarioPnLSeries. SingleOutcome(double baseline1974PnL, double baseline2008PnL, double deepDownturnPnL, double dollarDeclinePnL, double interestRateShockPnL, double lostDecadePnL)Construct the SystemicScenarioPnLSeries with Single Outcomestatic SystemicScenarioPnLSeriesSystemicScenarioPnLSeries. ZERO()Construct the SystemicScenarioPnLSeries with ZerosMethods in org.drip.capital.shell with parameters of type SystemicScenarioPnLSeries Modifier and Type Method Description booleanCapitalUnitStressEventContext. addCorrelated(java.lang.String capitalCoordinateFQN, java.lang.String correlatedEventName, SystemicScenarioPnLSeries correlatedSystemicScenarioPnLSeries)Add a Correlated Event to the Capital Unit CoordinatebooleanCapitalUnitStressEventContext. addSystemic(java.lang.String capitalCoordinateFQN, SystemicScenarioPnLSeries systemicScenarioPnLSeries, SystemicScenarioPnLSeriesPAA systemicScenarioPnLSeriesPAA)Add a Systemic Event to the Capital Unit Coordinatestatic SystemicScenarioPnLSeriesSystemicScenarioPnLSeries. AggregateComposite(SystemicScenarioPnLSeries[] systemicScenarioPnLSeriesArray)Aggregate the Array of SystemicScenarioPnLSeries onto a Composite SystemicScenarioPnLSeries