Package org.drip.validation.distance

Class HypothesisOutcome

java.lang.Object
org.drip.validation.distance.HypothesisOutcome
public class HypothesisOutcome
extends java.lang.Object
HypothesisOutcome holds the Hypothesis ID and the its corresponding Gap Test Outcome.

  • Anfuso, F., D. Karyampas, and A. Nawroth (2017): A Sound Basel III Compliant Framework for Back-testing Credit Exposure Models https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2264620 eSSRN
  • Diebold, F. X., T. A. Gunther, and A. S. Tay (1998): Evaluating Density Forecasts with Applications to Financial Risk Management, International Economic Review 39 (4) 863-883
  • Kenyon, C., and R. Stamm (2012): Discounting, LIBOR, CVA, and Funding: Interest Rate and Credit Pricing Palgrave Macmillan
  • Wikipedia (2018): Probability Integral Transform https://en.wikipedia.org/wiki/Probability_integral_transform
  • Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    HypothesisOutcome​(java.lang.String hypothesisID, GapTestOutcome gapTestOutcome)
    HypothesisOutcome Constructor

  • Method Summary

    Modifier and Type Method Description
    GapTestOutcome gapTestOutcome()
    Retrieve the Gap Test Outcome
    java.lang.String hypothesisID()
    Retrieve the Hypothesis ID

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • HypothesisOutcome

      public HypothesisOutcome​(java.lang.String hypothesisID, GapTestOutcome gapTestOutcome) throws java.lang.Exception
      HypothesisOutcome Constructor
      Parameters:
      hypothesisID - The Hypothesis ID
      gapTestOutcome - The Gap Test Outcome
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • hypothesisID

      public java.lang.String hypothesisID()
      Retrieve the Hypothesis ID
      Returns:
      The Hypothesis ID

    • gapTestOutcome

      public GapTestOutcome gapTestOutcome()
      Retrieve the Gap Test Outcome
      Returns:
      The Gap Test Outcome