Enum Class FrtbDrc.CreditQuality

java.lang.Object

java.lang.Enum<FrtbDrc.CreditQuality>

com.quantfinlib.risk.FrtbDrc.CreditQuality

All Implemented Interfaces:

Serializable, Comparable<FrtbDrc.CreditQuality>, Constable

Enclosing class:

FrtbDrc

public static enum FrtbDrc.CreditQuality
extends Enum<FrtbDrc.CreditQuality>

Default risk weights by credit quality (MAR22.24 Table 2, verified).

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
A
AA
AAA
B
BB
BBB
CCC
DEFAULTED
UNRATED

Method Summary

Modifier and Type	Method	Description
double	riskWeight()
static FrtbDrc.CreditQuality	valueOf(String name)	Returns the enum constant of this class with the specified name.
static FrtbDrc.CreditQuality[]	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

AAA

public static final FrtbDrc.CreditQuality AAA

AA

public static final FrtbDrc.CreditQuality AA

A

public static final FrtbDrc.CreditQuality A

BBB

public static final FrtbDrc.CreditQuality BBB

BB

public static final FrtbDrc.CreditQuality BB

B

public static final FrtbDrc.CreditQuality B

CCC

public static final FrtbDrc.CreditQuality CCC

UNRATED

public static final FrtbDrc.CreditQuality UNRATED

DEFAULTED

public static final FrtbDrc.CreditQuality DEFAULTED

Method Details

values

public static FrtbDrc.CreditQuality[] 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 FrtbDrc.CreditQuality 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

riskWeight

public double riskWeight()