java.lang.Object

org.drip.capital.systemicscenario.TypeOfChange

public class TypeOfChange
extends java.lang.Object

TypeOfChange maintains a List of the Possible Types of Change. 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

Field Summary

Fields
Modifier and Type	Field	Description
`static java.lang.String`	`CHANGE_AS_PERCENT_OF_CALENDAR_2008_SPREAD_WIDENING`	Change as % of Calendar 2008 Spread Widening Change Type
`static java.lang.String`	`CHANGE_VS_4_Q_FORWARD`	Change vs.
`static java.lang.String`	`CHANGE_VS_CURRENT`	Change vs.
`static java.lang.String`	`NONE`	No CHange
`static java.lang.String`	`PEAK_VS_CURRENT_LEVEL`	Peak vs.
`static java.lang.String`	`SCENARIO_GDP_GROWTH`	Scenario GDP Growth Q/Q-4 Change Type
`static java.lang.String`	`VOLATILITY_POINT_CHANGE_AS_PERCENT_OF_2008_VOLATILITY_POINT_CHANGE`	Volatility Point Change as % Calendar 2008 Volatility Point Change Type

Constructor Summary

Constructors

Constructor Description

TypeOfChange()
Method Summary

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Class TypeOfChange