Enum Class SaCcrHaircuts.NoRatingsDebtClass

java.lang.Object

java.lang.Enum<SaCcrHaircuts.NoRatingsDebtClass>

com.quantfinlib.risk.SaCcrHaircuts.NoRatingsDebtClass

All Implemented Interfaces:

Serializable, Comparable<SaCcrHaircuts.NoRatingsDebtClass>, Constable

Enclosing class:

SaCcrHaircuts

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

Debt classes of the CRE22.50 table (jurisdictions without external ratings).

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
OTHER_INVESTMENT_GRADE	Other investment-grade securities (CRE22.34(4)(c)), non-securitisation.
SENIOR_SECURITISATION_SA_RW_BELOW_100	Senior securitisation exposure with an SA risk weight below 100% (CRE22.34(4)(c)).
SOVEREIGN_RW_0	Sovereign issuer with a 0% risk weight.
SOVEREIGN_RW_100	Sovereign issuer with a 100% risk weight.
SOVEREIGN_RW_20_OR_50	Sovereign issuer with a 20% or 50% risk weight.

Method Summary

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

SOVEREIGN_RW_0

public static final SaCcrHaircuts.NoRatingsDebtClass SOVEREIGN_RW_0

Sovereign issuer with a 0% risk weight.

SOVEREIGN_RW_20_OR_50

public static final SaCcrHaircuts.NoRatingsDebtClass SOVEREIGN_RW_20_OR_50

Sovereign issuer with a 20% or 50% risk weight.

SOVEREIGN_RW_100

public static final SaCcrHaircuts.NoRatingsDebtClass SOVEREIGN_RW_100

Sovereign issuer with a 100% risk weight.

OTHER_INVESTMENT_GRADE

public static final SaCcrHaircuts.NoRatingsDebtClass OTHER_INVESTMENT_GRADE

Other investment-grade securities (CRE22.34(4)(c)), non-securitisation.

SENIOR_SECURITISATION_SA_RW_BELOW_100

public static final SaCcrHaircuts.NoRatingsDebtClass SENIOR_SECURITISATION_SA_RW_BELOW_100

Senior securitisation exposure with an SA risk weight below 100% (CRE22.34(4)(c)).

Method Details

values

public static SaCcrHaircuts.NoRatingsDebtClass[] 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.NoRatingsDebtClass 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