Uses of Class
org.drip.capital.stress.EventSpecification
| Package | Description | 
|---|---|
| org.drip.capital.stress | Economic Risk Capital Stress Event Settings | 
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Uses of EventSpecification in org.drip.capital.stressMethods in org.drip.capital.stress that return EventSpecification Modifier and Type Method Description EventSpecificationEvent. specification()Retrieve the Stress Event Specificationstatic EventSpecificationEventSpecification. Systemic1974Baseline()Construct the 1974 Baseline Version of the Systemic Stress Event Specificationstatic EventSpecificationEventSpecification. Systemic2008Baseline()Construct the 2008 Baseline Version of the Systemic Stress Event Specificationstatic EventSpecificationEventSpecification. SystemicDeepDownturn()Construct the Deep Down-turn Version of the Systemic Stress Event Specificationstatic EventSpecificationEventSpecification. SystemicDollarDecline()Construct the Dollar Decline Version of the Systemic Stress Event Specificationstatic EventSpecificationEventSpecification. SystemicInterestRateShock()Construct the Interest Rate Shock Version of the Systemic Stress Event Specificationstatic EventSpecificationEventSpecification. SystemicLostDecade()Construct the Lost Decade Version of the Systemic Stress Event SpecificationConstructors in org.drip.capital.stress with parameters of type EventSpecification Constructor Description Event(EventSpecification specification, PnLSeries aggregatePnLSeries, java.util.Map<java.lang.String,PnLSeries> pnlSeriesDecompositionMap)Event Constructor