Enum Class FrtbSa.Scenario

java.lang.Object

java.lang.Enum<FrtbSa.Scenario>

com.quantfinlib.risk.FrtbSa.Scenario

All Implemented Interfaces:

Serializable, Comparable<FrtbSa.Scenario>, Constable

Enclosing class:

FrtbSa

public static enum FrtbSa.Scenario
extends Enum<FrtbSa.Scenario>

Correlation scenarios of MAR21.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
HIGH
LOW
MEDIUM

Method Summary

Modifier and Type	Method	Description
double	apply(double rho)	Applies the scenario to a medium correlation.
static FrtbSa.Scenario	valueOf(String name)	Returns the enum constant of this class with the specified name.
static FrtbSa.Scenario[]	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

LOW

public static final FrtbSa.Scenario LOW

MEDIUM

public static final FrtbSa.Scenario MEDIUM

HIGH

public static final FrtbSa.Scenario HIGH

Method Details

values

public static FrtbSa.Scenario[] 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 FrtbSa.Scenario 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

apply

public double apply(double rho)

Applies the scenario to a medium correlation.