Package org.drip.capital.systemicscenario

Class MarketSegment

java.lang.Object
org.drip.capital.systemicscenario.MarketSegment
public class MarketSegment
extends java.lang.Object
MarketSegment maintains a List of the Applicable Market Segments. 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 java.lang.String DM
    The DM Market Segment
    static java.lang.String DM_HI_VOL
    The DM High Volatility Market Segment
    static java.lang.String DM_LO_VOL
    The DM Low Volatility Market Segment
    static java.lang.String EM
    The EM Market Segment
    static java.lang.String EM_HI_VOL
    The EM High Volatility Market Segment
    static java.lang.String EM_LO_VOL
    The EM Low Volatility Market Segment

  • Constructor Summary

    Constructors
    Constructor Description
    MarketSegment()  

  • Method Summary

    Methods inherited from class java.lang.Object

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

  • Field Details

    • DM

      public static final java.lang.String DM
      The DM Market Segment
      See Also:
      Constant Field Values

    • EM

      public static final java.lang.String EM
      The EM Market Segment
      See Also:
      Constant Field Values

    • DM_LO_VOL

      public static final java.lang.String DM_LO_VOL
      The DM Low Volatility Market Segment
      See Also:
      Constant Field Values

    • DM_HI_VOL

      public static final java.lang.String DM_HI_VOL
      The DM High Volatility Market Segment
      See Also:
      Constant Field Values

    • EM_LO_VOL

      public static final java.lang.String EM_LO_VOL
      The EM Low Volatility Market Segment
      See Also:
      Constant Field Values

    • EM_HI_VOL

      public static final java.lang.String EM_HI_VOL
      The EM High Volatility Market Segment
      See Also:
      Constant Field Values

  • Constructor Details

    • MarketSegment

      public MarketSegment()