Record Class FrtbSa.Bucket

java.lang.Object
java.lang.Record
com.quantfinlib.risk.FrtbSa.Bucket
Enclosing class:
FrtbSa
public static record FrtbSa.Bucket(double[] weighted, double[][] rho) extends Record
One bucket: weighted sensitivities and the medium-scenario intra-bucket correlation matrix (diagonal ignored).

  • Constructor Summary

    Constructors
    Constructor
    Description
    Bucket(double[] weighted, double[][] rho)
    Creates an instance of a Bucket record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    static FrtbSa.Bucket
    of(double[] sens, double[] rw, double[][] rho)
    Bucket with risk weights applied: WS_k = rw[k]·s[k].
    double[][]
    rho()
    Returns the value of the rho record component.
    final String
    toString()
    Returns a string representation of this record class.
    double[]
    weighted()
    Returns the value of the weighted record component.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Bucket

      public Bucket(double[] weighted, double[][] rho)
      Creates an instance of a Bucket record class.
      Parameters:
      weighted - the value for the weighted record component
      rho - the value for the rho record component

  • Method Details

    • weighted

      public double[] weighted()
      Returns the value of the weighted record component.
      Returns:
      the value of the weighted record component

    • rho

      public double[][] rho()
      Returns the value of the rho record component.
      Returns:
      the value of the rho record component

    • of

      public static FrtbSa.Bucket of(double[] sens, double[] rw, double[][] rho)
      Bucket with risk weights applied: WS_k = rw[k]·s[k].

    • 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.