ICGGroup

java.lang.Object

org.drip.sample.businessspec.ICGGroup

public class ICGGroup
extends java.lang.Object

ICGGroup zeds the Businesses belonging to the ICG Group. 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 = Business Grouping and Hierarchy Specification

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

ICGGroup()
Method Summary

Modifier and Type Method Description

static void main(java.lang.String[] argumentArray)
Entry Point

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- ICGGroup
  
  public ICGGroup()
Method Details
- main
  
  public static final void main(java.lang.String[] argumentArray) throws java.lang.Exception
  
  Entry Point
  
  Parameters:
  
  argumentArray - Command Line Argument Array
  
  Throws:
  
  java.lang.Exception - Thrown on Error/Exception Situation