Uses of Class
org.drip.capital.stress.PnLSeries
Package | Description |
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org.drip.capital.entity |
Economic Risk Capital Estimation Nodes
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org.drip.capital.shell |
Economic Risk Capital Parameter Contexts
|
org.drip.capital.simulation |
Economic Risk Capital Simulation Ensemble
|
org.drip.capital.stress |
Economic Risk Capital Stress Event Settings
|
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Uses of PnLSeries in org.drip.capital.entity
Methods in org.drip.capital.entity that return PnLSeries Modifier and Type Method Description PnLSeries
CapitalUnitEventContainer. correlatedEvent(java.lang.String systemicEventName, java.lang.String correlatedEventName)
Retrieve the Correlated Stress Event PnLMethods in org.drip.capital.entity with parameters of type PnLSeries Modifier and Type Method Description boolean
CapitalUnitEventContainer. addCorrelatedEvent(java.lang.String systemicEventName, java.lang.String correlatedEventName, PnLSeries correlatedEventPnLSeries)
Add Correlated Stress Event PnL Series -
Uses of PnLSeries in org.drip.capital.shell
Methods in org.drip.capital.shell that return PnLSeries Modifier and Type Method Description PnLSeries
SystemicScenarioPnLSeries. baseline1974()
Retrieve the 1974 Baseline PnL SeriesPnLSeries
SystemicScenarioPnLSeries. baseline2008()
Retrieve the 2008 Baseline PnL SeriesPnLSeries
SystemicScenarioPnLSeries. deepDownturn()
Retrieve the Deep Down-turn PnL SeriesPnLSeries
SystemicScenarioPnLSeries. dollarDecline()
Retrieve the Dollar Decline PnL SeriesPnLSeries
SystemicScenarioPnLSeries. interestRateShock()
Retrieve the Interest Rate Shock PnL SeriesPnLSeries
SystemicScenarioPnLSeries. lostDecade()
Retrieve the Lost Decade PnL SeriesMethods in org.drip.capital.shell that return types with arguments of type PnLSeries Modifier and Type Method Description java.util.Map<java.lang.String,PnLSeries>
SystemicScenarioPnLSeriesPAA. baseline1974DecompositionMap()
Retrieve the 1974 Baseline PAA Category PnL Decomposition Mapjava.util.Map<java.lang.String,PnLSeries>
SystemicScenarioPnLSeriesPAA. baseline2008DecompositionMap()
Retrieve the 2008 Baseline PAA Category PnL Decomposition Mapjava.util.Map<java.lang.String,PnLSeries>
SystemicScenarioPnLSeriesPAA. deepDownturnDecompositionMap()
Retrieve the Deep Down-turn PAA Category PnL Decomposition Mapjava.util.Map<java.lang.String,PnLSeries>
SystemicScenarioPnLSeriesPAA. dollarDeclineDecompositionMap()
Retrieve the Dollar Decline PAA Category PnL Decomposition Mapjava.util.Map<java.lang.String,PnLSeries>
SystemicScenarioPnLSeriesPAA. interestRateShockDecompositionMap()
Retrieve the Interest Rate Shock PAA Category PnL Decomposition Mapjava.util.Map<java.lang.String,PnLSeries>
SystemicScenarioPnLSeriesPAA. lostDecadeDecompositionMap()
Retrieve the Lost Decade PAA Category PnL Decomposition MapConstructors in org.drip.capital.shell with parameters of type PnLSeries Constructor Description SystemicScenarioPnLSeries(PnLSeries baseline1974, PnLSeries baseline2008, PnLSeries deepDownturn, PnLSeries dollarDecline, PnLSeries interestRateShock, PnLSeries lostDecade)
SystemicScenarioPnLSeries Constructor -
Uses of PnLSeries in org.drip.capital.simulation
Methods in org.drip.capital.simulation that return types with arguments of type PnLSeries Modifier and Type Method Description java.util.Map<java.lang.String,PnLSeries>
FSPnLDecomposition. fsMap()
Retrieve the FS PnL Decomposition MapConstructor parameters in org.drip.capital.simulation with type arguments of type PnLSeries Constructor Description FSPnLDecomposition(java.util.Map<java.lang.String,PnLSeries> fsMap)
FSPnLDecomposition Constructor -
Uses of PnLSeries in org.drip.capital.stress
Methods in org.drip.capital.stress that return PnLSeries Modifier and Type Method Description PnLSeries
Event. aggregatePnLSeries()
Retrieve the Event Aggregate PnL SeriesPnLSeries
Event. attachedEventPnL(java.lang.String attachedEventName)
Retrieve the Specified Attached Event PnLstatic PnLSeries
PnLSeries. SingleOutcome(double outcome)
Construct a Single Outcome Event PnLstatic PnLSeries
PnLSeries. SingleZeroOutcome()
Construct a Single Zero Outcome Event PnLMethods in org.drip.capital.stress that return types with arguments of type PnLSeries Modifier and Type Method Description java.util.Map<java.lang.String,PnLSeries>
Event. attachedEventPnLSeries()
Retrieve the Attached Event PnL Series Mapjava.util.Map<java.lang.String,PnLSeries>
Event. pnlSeriesDecompositionMap()
Retrieve the PnL Series Decomposition MapMethods in org.drip.capital.stress with parameters of type PnLSeries Modifier and Type Method Description boolean
Event. attachStressEventPnL(java.lang.String stressEventName, PnLSeries stressEventPnL)
Attach the Specified Stress Event PnLConstructors in org.drip.capital.stress with parameters of type PnLSeries Constructor Description Event(EventSpecification specification, PnLSeries aggregatePnLSeries, java.util.Map<java.lang.String,PnLSeries> pnlSeriesDecompositionMap)
Event ConstructorConstructor parameters in org.drip.capital.stress with type arguments of type PnLSeries Constructor Description Event(EventSpecification specification, PnLSeries aggregatePnLSeries, java.util.Map<java.lang.String,PnLSeries> pnlSeriesDecompositionMap)
Event Constructor