Package org.drip.capital.stress

Economic Risk Capital Stress Event Settings

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
Event	Event holds the Coordinate-Level Parameterization of a Stress Event.
EventProbabilityContainer	EventProbabilityContainer contains the Map of the Named Stress Event Probabilities.
EventProbabilityLadder	EventProbabilityLadder contains the Probabilities and their corresponding Event Steps in a Ladder Progression.
EventSpecification	EventSpecification contains the Name of a Stress Event and its Probability.
IdiosyncraticEventContainer	IdiosyncraticEventContainer contains the Scenario Stress Events' Specifications of the Idiosyncratic Stress Scenario Event Type that belong inside of a single Coordinate.
PnLSeries	PnLSeries contains the PnL Series of a Single Event.
SystemicEventContainer	SystemicEventContainer contains the Scenario Stress Events' Specifications of the Systemic Stress Scenario Event Type that belong inside of a single Coordinate.