Enum Class ExposureProfile.Factor

java.lang.Object

java.lang.Enum<ExposureProfile.Factor>

com.quantfinlib.credit.ExposureProfile.Factor

All Implemented Interfaces:

Serializable, Comparable<ExposureProfile.Factor>, Constable

Enclosing class:

ExposureProfile

public static enum ExposureProfile.Factor
extends Enum<ExposureProfile.Factor>

Market factor used as the wrong-way driver.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
FX	FX Brownian; high values mean a strong foreign currency.
RATES	Hull-White rate Brownian; high values mean high rates.

Method Summary

Modifier and Type	Method	Description
static ExposureProfile.Factor	valueOf(String name)	Returns the enum constant of this class with the specified name.
static ExposureProfile.Factor[]	values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods inherited from class Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

RATES

public static final ExposureProfile.Factor RATES

Hull-White rate Brownian; high values mean high rates.

FX

public static final ExposureProfile.Factor FX

FX Brownian; high values mean a strong foreign currency.

Method Details

values

public static ExposureProfile.Factor[] values()

Returns an array containing the constants of this enum class, in the order they are declared.

Returns:

an array containing the constants of this enum class, in the order they are declared

valueOf

public static ExposureProfile.Factor valueOf(String name)

Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum class has no constant with the specified name

NullPointerException - if the argument is null