Enum Class SaCcr.CreditGrade

java.lang.Object

java.lang.Enum<SaCcr.CreditGrade>

com.quantfinlib.risk.SaCcr.CreditGrade

All Implemented Interfaces:

Serializable, Comparable<SaCcr.CreditGrade>, Constable

Enclosing class:

SaCcr

public static enum SaCcr.CreditGrade
extends Enum<SaCcr.CreditGrade>

Credit rating buckets and their supervisory factors (Table 2).

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
A	A single name, 0.42%.
AA	AA single name, 0.38%.
AAA	AAA single name, 0.38%.
B	B single name, 1.6%.
BB	BB single name, 1.06%.
BBB	BBB single name, 0.54%.
CCC	CCC single name, 6.0%.
INVESTMENT_GRADE_INDEX	Investment-grade index, 0.38%.
SPECULATIVE_GRADE_INDEX	Speculative-grade index, 1.06%.

Method Summary

Modifier and Type	Method	Description
boolean	isIndex()	Returns true for the two index grades.
double	supervisoryFactor()	Returns the supervisory factor as a decimal.
static SaCcr.CreditGrade	valueOf(String name)	Returns the enum constant of this class with the specified name.
static SaCcr.CreditGrade[]	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 SaCcr.CreditGrade AAA

AAA single name, 0.38%.

AA

public static final SaCcr.CreditGrade AA

AA single name, 0.38%.

A

public static final SaCcr.CreditGrade A

A single name, 0.42%.

BBB

public static final SaCcr.CreditGrade BBB

BBB single name, 0.54%.

BB

public static final SaCcr.CreditGrade BB

BB single name, 1.06%.

B

public static final SaCcr.CreditGrade B

B single name, 1.6%.

CCC

public static final SaCcr.CreditGrade CCC

CCC single name, 6.0%.

INVESTMENT_GRADE_INDEX

public static final SaCcr.CreditGrade INVESTMENT_GRADE_INDEX

Investment-grade index, 0.38%.

SPECULATIVE_GRADE_INDEX

public static final SaCcr.CreditGrade SPECULATIVE_GRADE_INDEX

Speculative-grade index, 1.06%.

Method Details

values

public static SaCcr.CreditGrade[] 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 SaCcr.CreditGrade 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

supervisoryFactor

public double supervisoryFactor()

Returns the supervisory factor as a decimal.

isIndex

public boolean isIndex()

Returns true for the two index grades.