Enum Class SaCcrHaircuts.CollateralKind

java.lang.Object

java.lang.Enum<SaCcrHaircuts.CollateralKind>

com.quantfinlib.risk.SaCcrHaircuts.CollateralKind

All Implemented Interfaces:

Serializable, Comparable<SaCcrHaircuts.CollateralKind>, Constable

Enclosing class:

SaCcrHaircuts

public static enum SaCcrHaircuts.CollateralKind
extends Enum<SaCcrHaircuts.CollateralKind>

Collateral kinds of the supervisory haircut table.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
CASH	Cash in the settlement currency (0%).
GOLD	Gold (15%).
MAIN_INDEX_EQUITY	Equities in a main index (15%).
OTHER_DEBT	Debt of other issuers (banks, corporates).
OTHER_EXPOSURE	Other exposure types, 30% (CRE22.50 only).
OTHER_LISTED_EQUITY	Other equities listed on a recognised exchange (25%).
SECURITISATION	Securitisation exposures (CRE22.49 securitisation column; CRE22.51(3)).
SOVEREIGN_DEBT	Debt issued by sovereigns.

Method Summary

Modifier and Type	Method	Description
static SaCcrHaircuts.CollateralKind	valueOf(String name)	Returns the enum constant of this class with the specified name.
static SaCcrHaircuts.CollateralKind[]	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

CASH

public static final SaCcrHaircuts.CollateralKind CASH

Cash in the settlement currency (0%).

GOLD

public static final SaCcrHaircuts.CollateralKind GOLD

Gold (15%).

MAIN_INDEX_EQUITY

public static final SaCcrHaircuts.CollateralKind MAIN_INDEX_EQUITY

Equities in a main index (15%).

OTHER_LISTED_EQUITY

public static final SaCcrHaircuts.CollateralKind OTHER_LISTED_EQUITY

Other equities listed on a recognised exchange (25%).

SOVEREIGN_DEBT

public static final SaCcrHaircuts.CollateralKind SOVEREIGN_DEBT

Debt issued by sovereigns.

OTHER_DEBT

public static final SaCcrHaircuts.CollateralKind OTHER_DEBT

Debt of other issuers (banks, corporates).

SECURITISATION

public static final SaCcrHaircuts.CollateralKind SECURITISATION

Securitisation exposures (CRE22.49 securitisation column; CRE22.51(3)). Not in BCBS 128 para 151.

OTHER_EXPOSURE

public static final SaCcrHaircuts.CollateralKind OTHER_EXPOSURE

Other exposure types, 30% (CRE22.50 only).

Method Details

values

public static SaCcrHaircuts.CollateralKind[] 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 SaCcrHaircuts.CollateralKind 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