Enum Class SaCcr.HedgingSetType

java.lang.Object

java.lang.Enum<SaCcr.HedgingSetType>

com.quantfinlib.risk.SaCcr.HedgingSetType

All Implemented Interfaces:

Serializable, Comparable<SaCcr.HedgingSetType>, Constable

Enclosing class:

SaCcr

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

Hedging-set kind of a trade (paras 162-163) and its multiplier on the supervisory factor.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
BASIS	Basis transaction, own hedging set per risk-factor pair, factor 0.5.
ORDINARY	Ordinary hedging set, factor 1.
VOLATILITY	Volatility transaction, own hedging set, factor 5.

Method Summary

Modifier and Type	Method	Description
double	factorMultiplier()	Returns the multiplier applied to the supervisory factor.
static SaCcr.HedgingSetType	valueOf(String name)	Returns the enum constant of this class with the specified name.
static SaCcr.HedgingSetType[]	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

ORDINARY

public static final SaCcr.HedgingSetType ORDINARY

Ordinary hedging set, factor 1.

BASIS

public static final SaCcr.HedgingSetType BASIS

Basis transaction, own hedging set per risk-factor pair, factor 0.5.

VOLATILITY

public static final SaCcr.HedgingSetType VOLATILITY

Volatility transaction, own hedging set, factor 5.

Method Details

values

public static SaCcr.HedgingSetType[] 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.HedgingSetType 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

factorMultiplier

public double factorMultiplier()

Returns the multiplier applied to the supervisory factor.