Package org.drip.sample.businessspec

Business Grouping and Hierarchy Specification
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    BusinessHierarchy
    BusinessHierarchy zeds the Accounts belonging to a Business.
    ConsumerGroup
    ConsumerGroup zeds the Businesses belonging to the Consumer Group.
    CorporateCenterGroup
    CorporateCenterGroup zeds the Businesses belonging to the Corporate Center Group.
    FSVolatilityScaleMapping
    FSVolatilityScaleMapping zeds the FS Type to their Volatility Scales.
    HoldingsGroup
    HoldingsGroup zeds the Businesses belonging to the Holdings Group.
    ICGGroup
    ICGGroup zeds the Businesses belonging to the ICG Group.
    RBCRiskTypeMapping
    RBCRiskTypeMapping zeds the RBC to the iVAST Risk Type Mapping.
    RegionMapping
    RegionMapping zeds the Region Digrams to the Full Region Names.