Enum Class VarBacktest.Zone

java.lang.Object

java.lang.Enum<VarBacktest.Zone>

com.quantfinlib.risk.VarBacktest.Zone

All Implemented Interfaces:

Serializable, Comparable<VarBacktest.Zone>, Constable

Enclosing class:

VarBacktest

public static enum VarBacktest.Zone
extends Enum<VarBacktest.Zone>

Backtesting zones of the Basel internal models approach (MAR32.8).

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
AMBER	Questions, not conclusive: from 95 % up to 99.99 %.
GREEN	No sign of a problem with the model: cumulative probability below 95 %.
RED	Almost certainly a problem: 99.99 % or more.

Method Summary

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

GREEN

public static final VarBacktest.Zone GREEN

No sign of a problem with the model: cumulative probability below 95 %.

AMBER

public static final VarBacktest.Zone AMBER

Questions, not conclusive: from 95 % up to 99.99 %.

RED

public static final VarBacktest.Zone RED

Almost certainly a problem: 99.99 % or more.

Method Details

values

public static VarBacktest.Zone[] 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 VarBacktest.Zone 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