Package org.drip.capital.shell

Economic Risk Capital Parameter Contexts

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
AccountBusinessContext	AccountBusinessContext maintains the Account To Business Mappings.
BusinessGroupingContext	BusinessGroupingContext maintains the Loaded Business Groupings.
CapitalEstimationContextContainer	CapitalEstimationContextContainer maintains all the Context Entities needed for a Full Economic Capital Estimation Run.
CapitalUnitStressEventContext	CapitalUnitStressEventContext maintains the Systemic, Idiosyncratic, and Correlated Scenarios at the Capital Unit Coordinate Level.
CreditSpreadEventContainer	CreditSpreadEventContainer maintains all the Credit Spread Events needed for a Full GSST Scenario Design Run.
PredictorScenarioSpecificationContainer	PredictorScenarioSpecificationContainer maintains the Map of Predictors and their Scenario Stress Specification as well the Map of Predictors and their Categories.
RegionDigramContext	RegionDigramContext maintains the Loaded Region Digram Mapping.
RiskTypeContext	RiskTypeContext maintains the Loaded Mapping between Risk Code and Risk Type.
SystemicScenarioPnLSeries	SystemicScenarioPnLSeries contains the PnL Series of a Systemic Stress Scenario.
SystemicScenarioPnLSeriesPAA	SystemicScenarioPnLSeriesPAA contains the PAA Category Decomposition of the PnL Series of a Systemic Stress Scenario.
VolatilityScaleContext	VolatilityScaleContext maintains the Loaded Risk-Factor Volatility Scale Mappings.