Package org.drip.capital.systemicscenario

Class CriterionUnit

java.lang.Object
org.drip.capital.systemicscenario.CriterionUnit
public class CriterionUnit
extends java.lang.Object
CriterionUnit maintains a List of the Possible Criterion Units. The References are:

  • Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm
  • Glasserman, P. (2004): Monte Carlo Methods in Financial Engineering Springer
  • Kupiec, P. H. (2000): Stress Tests and Risk Capital Risk 2 (4) 27-39


Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int ABSOLUTE
    The ABSOLUTE Criterion Unit
    static int BASIS_POINT
    The BASIS POINT Criterion Unit
    static int PERCENT
    The PERCENT Criterion Unit
    static int PERCENT_POINT
    The PERCENTAGE POINT Criterion Unit
    static int VOLATILITY_POINT
    The VOLATILITY POINT Criterion Unit

  • Constructor Summary

    Constructors
    Constructor Description
    CriterionUnit()  

  • Method Summary

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • BASIS_POINT

      public static final int BASIS_POINT
      The BASIS POINT Criterion Unit
      See Also:
      Constant Field Values

    • PERCENT

      public static final int PERCENT
      The PERCENT Criterion Unit
      See Also:
      Constant Field Values

    • ABSOLUTE

      public static final int ABSOLUTE
      The ABSOLUTE Criterion Unit
      See Also:
      Constant Field Values

    • PERCENT_POINT

      public static final int PERCENT_POINT
      The PERCENTAGE POINT Criterion Unit
      See Also:
      Constant Field Values

    • VOLATILITY_POINT

      public static final int VOLATILITY_POINT
      The VOLATILITY POINT Criterion Unit
      See Also:
      Constant Field Values

  • Constructor Details

    • CriterionUnit

      public CriterionUnit()