Uses of Class
org.drip.capital.systemicscenario.Criterion
Package | Description |
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org.drip.capital.systemicscenario |
Systemic Stress Scenario Design/Construction
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Uses of Criterion in org.drip.capital.systemicscenario
Methods in org.drip.capital.systemicscenario that return Criterion Modifier and Type Method Description Criterion
CreditSpreadEvent. baaSpreadChange()
Retrieve the Baa Spread Change Criterionstatic Criterion
Criterion. BaaSpreadChange(double baaSpreadChange)
Construct the Baa Spread Change CriterionCriterion
CreditSpreadEvent. fxChange()
Retrieve the FX Change Criterionstatic Criterion
Criterion. FXRateChange(double fxRateChange)
Construct the FX Rate Change Criterionstatic Criterion
Criterion. SnP500AnnualReturn(double snp500AnnualReturn)
Construct the SnP 500 Annual Return CriterionCriterion
CreditSpreadEvent. snp500Return()
Retrieve the SnP 500 Return CriterionCriterion
CreditSpreadEvent. snpGSCI()
Retrieve the SnP GSCI Criterionstatic Criterion
Criterion. SnPGSCINonEnergyCommodityIndex(double snpGSCINonEnergyCommodityIndex)
Construct the SnP GSCI Non-energy Commodity Index Criterionstatic Criterion
Criterion. UST10YMinus3MAbsoluteChange(double ust10YMinus3MAbsoluteChange)
Construct the UST 10Y - 3M Absolute Change CriterionCriterion
CreditSpreadEvent. ust10YMinus3MChange()
Retrieve the 10Y - 3M UST Change Criterionstatic Criterion
Criterion. UST5YAbsoluteChange(double ust5YAbsoluteChange)
Construct the UST 5Y Absolute Change CriterionCriterion
CreditSpreadEvent. ust5YChange()
Retrieve the 5Y UST Change CriterionCriterion
CreditSpreadEvent. wtiSpotReturn()
Retrieve the WTI Spot Return Criterionstatic Criterion
Criterion. WTISpotReturn(double wtiSpotReturn)
Construct the WTI Spot Return CriterionConstructors in org.drip.capital.systemicscenario with parameters of type Criterion Constructor Description CreditSpreadEvent(java.lang.String scenario, Criterion baaSpreadChange, Criterion snp500Return, Criterion ust5YChange, Criterion ust10YMinus3MChange, Criterion fxChange, Criterion wtiSpotReturn, Criterion snpGSCI, SystemicStressShockIndicator systemicStressShockIndicator)
CreditSpreadEvent Constructor