Uses of Package
org.drip.capital.shell
| Package | Description |
|---|---|
| org.drip.capital.env |
Economic Risk Capital Parameter Factories
|
| org.drip.capital.feed |
Risk Capital Estimation - Feed Processors
|
| org.drip.capital.shell |
Economic Risk Capital Parameter Contexts
|
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Classes in org.drip.capital.shell used by org.drip.capital.env 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.VolatilityScaleContext VolatilityScaleContext maintains the Loaded Risk-Factor Volatility Scale Mappings. -
Classes in org.drip.capital.shell used by org.drip.capital.feed Class Description CapitalUnitStressEventContext CapitalUnitStressEventContext maintains the Systemic, Idiosyncratic, and Correlated Scenarios at the Capital Unit Coordinate Level.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. -
Classes in org.drip.capital.shell used by org.drip.capital.shell Class Description AccountBusinessContext AccountBusinessContext maintains the Account To Business Mappings.BusinessGroupingContext BusinessGroupingContext maintains the Loaded Business Groupings.CapitalUnitStressEventContext CapitalUnitStressEventContext maintains the Systemic, Idiosyncratic, and Correlated Scenarios at the Capital Unit Coordinate Level.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.