Uses of Class
org.drip.capital.stress.EventSpecification
Package | Description |
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org.drip.capital.stress |
Economic Risk Capital Stress Event Settings
|
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Uses of EventSpecification in org.drip.capital.stress
Methods in org.drip.capital.stress that return EventSpecification Modifier and Type Method Description EventSpecification
Event. specification()
Retrieve the Stress Event Specificationstatic EventSpecification
EventSpecification. Systemic1974Baseline()
Construct the 1974 Baseline Version of the Systemic Stress Event Specificationstatic EventSpecification
EventSpecification. Systemic2008Baseline()
Construct the 2008 Baseline Version of the Systemic Stress Event Specificationstatic EventSpecification
EventSpecification. SystemicDeepDownturn()
Construct the Deep Down-turn Version of the Systemic Stress Event Specificationstatic EventSpecification
EventSpecification. SystemicDollarDecline()
Construct the Dollar Decline Version of the Systemic Stress Event Specificationstatic EventSpecification
EventSpecification. SystemicInterestRateShock()
Construct the Interest Rate Shock Version of the Systemic Stress Event Specificationstatic EventSpecification
EventSpecification. 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