Uses of Class
org.drip.capital.systemicscenario.Criterion
| Package | Description |
|---|---|
| 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 CriterionCreditSpreadEvent. baaSpreadChange()Retrieve the Baa Spread Change Criterionstatic CriterionCriterion. BaaSpreadChange(double baaSpreadChange)Construct the Baa Spread Change CriterionCriterionCreditSpreadEvent. fxChange()Retrieve the FX Change Criterionstatic CriterionCriterion. FXRateChange(double fxRateChange)Construct the FX Rate Change Criterionstatic CriterionCriterion. SnP500AnnualReturn(double snp500AnnualReturn)Construct the SnP 500 Annual Return CriterionCriterionCreditSpreadEvent. snp500Return()Retrieve the SnP 500 Return CriterionCriterionCreditSpreadEvent. snpGSCI()Retrieve the SnP GSCI Criterionstatic CriterionCriterion. SnPGSCINonEnergyCommodityIndex(double snpGSCINonEnergyCommodityIndex)Construct the SnP GSCI Non-energy Commodity Index Criterionstatic CriterionCriterion. UST10YMinus3MAbsoluteChange(double ust10YMinus3MAbsoluteChange)Construct the UST 10Y - 3M Absolute Change CriterionCriterionCreditSpreadEvent. ust10YMinus3MChange()Retrieve the 10Y - 3M UST Change Criterionstatic CriterionCriterion. UST5YAbsoluteChange(double ust5YAbsoluteChange)Construct the UST 5Y Absolute Change CriterionCriterionCreditSpreadEvent. ust5YChange()Retrieve the 5Y UST Change CriterionCriterionCreditSpreadEvent. wtiSpotReturn()Retrieve the WTI Spot Return Criterionstatic CriterionCriterion. 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