Record Class SaCcr.Result

java.lang.Object
java.lang.Record
com.quantfinlib.risk.SaCcr.Result
Record Components:
marketValue - V, the net market value
replacementCost - RC
addOnInterestRate - rates add-on
addOnFx - FX add-on
addOnCredit - credit add-on
addOnEquity - equity add-on
addOnCommodity - commodity add-on
addOnAggregate - sum of the five
multiplier - the PFE multiplier
pfe - multiplier times aggregate add-on
ead - alpha times (RC + PFE)
Enclosing class:
SaCcr
public static record SaCcr.Result(double marketValue, double replacementCost, double addOnInterestRate, double addOnFx, double addOnCredit, double addOnEquity, double addOnCommodity, double addOnAggregate, double multiplier, double pfe, double ead) extends Record
SA-CCR outputs for one netting set.

  • Constructor Details

    • Result

      public Result(double marketValue, double replacementCost, double addOnInterestRate, double addOnFx, double addOnCredit, double addOnEquity, double addOnCommodity, double addOnAggregate, double multiplier, double pfe, double ead)
      Creates an instance of a Result record class.
      Parameters:
      marketValue - the value for the marketValue record component
      replacementCost - the value for the replacementCost record component
      addOnInterestRate - the value for the addOnInterestRate record component
      addOnFx - the value for the addOnFx record component
      addOnCredit - the value for the addOnCredit record component
      addOnEquity - the value for the addOnEquity record component
      addOnCommodity - the value for the addOnCommodity record component
      addOnAggregate - the value for the addOnAggregate record component
      multiplier - the value for the multiplier record component
      pfe - the value for the pfe record component
      ead - the value for the ead record component

  • Method Details

    • 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 the compare method from their corresponding wrapper classes.
      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.

    • marketValue

      public double marketValue()
      Returns the value of the marketValue record component.
      Returns:
      the value of the marketValue record component

    • replacementCost

      public double replacementCost()
      Returns the value of the replacementCost record component.
      Returns:
      the value of the replacementCost record component

    • addOnInterestRate

      public double addOnInterestRate()
      Returns the value of the addOnInterestRate record component.
      Returns:
      the value of the addOnInterestRate record component

    • addOnFx

      public double addOnFx()
      Returns the value of the addOnFx record component.
      Returns:
      the value of the addOnFx record component

    • addOnCredit

      public double addOnCredit()
      Returns the value of the addOnCredit record component.
      Returns:
      the value of the addOnCredit record component

    • addOnEquity

      public double addOnEquity()
      Returns the value of the addOnEquity record component.
      Returns:
      the value of the addOnEquity record component

    • addOnCommodity

      public double addOnCommodity()
      Returns the value of the addOnCommodity record component.
      Returns:
      the value of the addOnCommodity record component

    • addOnAggregate

      public double addOnAggregate()
      Returns the value of the addOnAggregate record component.
      Returns:
      the value of the addOnAggregate record component

    • multiplier

      public double multiplier()
      Returns the value of the multiplier record component.
      Returns:
      the value of the multiplier record component

    • pfe

      public double pfe()
      Returns the value of the pfe record component.
      Returns:
      the value of the pfe record component

    • ead

      public double ead()
      Returns the value of the ead record component.
      Returns:
      the value of the ead record component