Package org.drip.capital.systemicscenario
Systemic Stress Scenario Design/Construction
- Author:
- Lakshmi Krishnamurthy
-
Class Summary Class Description CapitalBaselineDefinition CapitalBaselineDefinition holds the Capital Baseline Estimates for the Historical Scenarios.CreditSpreadEvent CreditSpreadEvent contains the Specifications of Criteria corresponding to a Credit Spread Event.Criterion Criterion contains the Specification Details of a Credit Spread Event Criterion.CriterionUnit CriterionUnit maintains a List of the Possible Criterion Units.HistoricalScenarioDefinition HistoricalScenarioDefinition holds the Realizations of the Historical Stress Scenarios.HypotheticalScenarioDefinition HypotheticalScenarioDefinition holds the Realizations of the Hypothetical Stress Scenarios.MarketSegment MarketSegment maintains a List of the Applicable Market Segments.PredictorScenarioSpecification PredictorScenarioSpecification specifies the Full Stress Scenario Specification for the given Predictor across Market Segments.StressScenarioQuantification StressScenarioQuantification specifies the Unit and the Type of Change for the given Market Factor/Applicability Combination.StressScenarioSpecification StressScenarioSpecification specifies the Full Stress Scenario Specification for the given Market Factor/Applicability Combination.SystemicStressShockIndicator SystemicStressShockIndicator holds the Directional Indicator Settings for a given Systemic Stress Shock Event.TypeOfChange TypeOfChange maintains a List of the Possible Types of Change.