Enum Class FrtbDrcSecuritisation.ErbaRating

java.lang.Object
java.lang.Enum<FrtbDrcSecuritisation.ErbaRating>
com.quantfinlib.risk.FrtbDrcSecuritisation.ErbaRating
All Implemented Interfaces:
Serializable, Comparable<FrtbDrcSecuritisation.ErbaRating>, Constable
Enclosing class:
FrtbDrcSecuritisation

public static enum FrtbDrcSecuritisation.ErbaRating extends Enum<FrtbDrcSecuritisation.ErbaRating>
Long-term rating grades of SEC-ERBA Tables 2 and 4 (CRE42.4, CRE42.13).