Record Class FrtbDrcSecuritisation.NonCtpBucket

java.lang.Object
java.lang.Record
com.quantfinlib.risk.FrtbDrcSecuritisation.NonCtpBucket
Enclosing class:
FrtbDrcSecuritisation

public static record FrtbDrcSecuritisation.NonCtpBucket(FrtbDrcSecuritisation.AssetClass assetClass, FrtbDrcSecuritisation.Region region) extends Record
A non-CTP bucket (MAR22.31, MAR22.32). Corporates take all regions, so their region is null; the "other bucket" of MAR22.32(2), for exposures that cannot be assigned, has both fields null.
  • Constructor Details

  • Method Details

    • corporates

      public static FrtbDrcSecuritisation.NonCtpBucket corporates()
      Corporates bucket, all regions (MAR22.31(1)).
    • other

      public static FrtbDrcSecuritisation.NonCtpBucket other()
      The other bucket for unassignable exposures (MAR22.32(2)).
    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object
    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object
    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with Objects::equals(Object,Object).
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.
    • assetClass

      public FrtbDrcSecuritisation.AssetClass assetClass()
      Returns the value of the assetClass record component.
      Returns:
      the value of the assetClass record component
    • region

      Returns the value of the region record component.
      Returns:
      the value of the region record component