Uses of Class
org.drip.capital.systemicscenario.SystemicStressShockIndicator

Packages that use SystemicStressShockIndicator

Package	Description
org.drip.capital.systemicscenario	Systemic Stress Scenario Design/Construction

Uses of SystemicStressShockIndicator in org.drip.capital.systemicscenario

Methods in org.drip.capital.systemicscenario that return SystemicStressShockIndicator

Modifier and Type	Method	Description
static SystemicStressShockIndicator	SystemicStressShockIndicator.Deflationary()	Construct a Deflationary Systemic Stress Shock Indicator
static SystemicStressShockIndicator	SystemicStressShockIndicator.Inflationary()	Construct a Inflationary Systemic Stress Shock Indicator
SystemicStressShockIndicator	CreditSpreadEvent.systemicStressShockIndicator()	Retrieve the Systemic Stress Shock Indicator

Methods in org.drip.capital.systemicscenario with parameters of type SystemicStressShockIndicator

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

Constructors in org.drip.capital.systemicscenario with parameters of type SystemicStressShockIndicator

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