Uses of Class
org.drip.capital.systemicscenario.CreditSpreadEvent
Package | Description |
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org.drip.capital.shell |
Economic Risk Capital Parameter Contexts
|
org.drip.capital.systemicscenario |
Systemic Stress Scenario Design/Construction
|
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Uses of CreditSpreadEvent in org.drip.capital.shell
Methods in org.drip.capital.shell that return types with arguments of type CreditSpreadEvent Modifier and Type Method Description java.util.Map<java.lang.Integer,CreditSpreadEvent>
CreditSpreadEventContainer. creditSpreadEventMap()
Retrieve the Credit Spread Event MapMethods in org.drip.capital.shell with parameters of type CreditSpreadEvent Modifier and Type Method Description boolean
CreditSpreadEventContainer. add(CreditSpreadEvent creditSpreadEvent)
Add the Specified Credit Spread Event -
Uses of CreditSpreadEvent in org.drip.capital.systemicscenario
Methods in org.drip.capital.systemicscenario that return CreditSpreadEvent Modifier and Type Method Description static CreditSpreadEvent
CreditSpreadEvent. Standard(java.lang.String scenario, double baaSpreadChange, double snp500AnnualReturn, double ust5YAbsoluteChange, double ust10YMinus3MAbsoluteChange, double fxRateChange, double wtiSpotReturn, double snpGSCINonEnergyCommodityIndex, SystemicStressShockIndicator systemicStressShockIndicator)
Construct a Standard CreditSpreadEvent Instance