Package org.drip.sample.allocation
Class OtherBAMExplain
java.lang.Object
org.drip.sample.allocation.OtherBAMExplain
public class OtherBAMExplain
extends java.lang.Object
OtherBAMExplain zeds the GOC-Level Stand-alone for the Specified Managed Segment.
MANAGED SEGMENT - Other BAM
The References are:
- Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm
- Glasserman, P. (2004): Monte Carlo Methods in Financial Engineering Springer
- Kupiec, P. H. (2000): Stress Tests and Risk Capital Risk 2 (4) 27-39
- Module = Portfolio Core Module
- Library = Capital Analytics
- Project = DROP API Construction and Usage
- Package = Managed Segment Capital Allocation Schemes
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description OtherBAMExplain()
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Method Summary
Modifier and Type Method Description static void
main(java.lang.String[] argumentArray)
Entry PointMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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OtherBAMExplain
public OtherBAMExplain()
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Method Details
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main
public static final void main(java.lang.String[] argumentArray) throws java.lang.ExceptionEntry Point- Parameters:
argumentArray
- Command Line Argument Array- Throws:
java.lang.Exception
- Thrown on Error/Exception Situation
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