Enum Class SaCcrHaircuts.Table

java.lang.Object

java.lang.Enum<SaCcrHaircuts.Table>

com.quantfinlib.risk.SaCcrHaircuts.Table

All Implemented Interfaces:

Serializable, Comparable<SaCcrHaircuts.Table>, Constable

Enclosing class:

SaCcrHaircuts

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

Which supervisory haircut table to use.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
BASEL_II_2006	BCBS 128 (June 2006) paragraph 151.
CRE22	Basel Framework CRE22.49 (December 2017 revision, external-ratings jurisdictions).
CRE22_NO_EXTERNAL_RATINGS	Basel Framework CRE22.50 (jurisdictions without external ratings).

Method Summary

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

BASEL_II_2006

public static final SaCcrHaircuts.Table BASEL_II_2006

BCBS 128 (June 2006) paragraph 151.

CRE22

public static final SaCcrHaircuts.Table CRE22

Basel Framework CRE22.49 (December 2017 revision, external-ratings jurisdictions).

CRE22_NO_EXTERNAL_RATINGS

public static final SaCcrHaircuts.Table CRE22_NO_EXTERNAL_RATINGS

Basel Framework CRE22.50 (jurisdictions without external ratings). Debt kinds need SaCcrHaircuts.haircut10DayNoExternalRatings(SaCcrHaircuts.NoRatingsDebtClass, double).

Method Details

values

public static SaCcrHaircuts.Table[] 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.Table 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