Uses of Enum Class
com.quantfinlib.risk.FrtbDrc.CreditQuality
Packages that use FrtbDrc.CreditQuality
Package
Description
Risk measurement, decomposition, limits and model validation.
-
Uses of FrtbDrc.CreditQuality in com.quantfinlib.risk
Subclasses with type arguments of type FrtbDrc.CreditQuality in com.quantfinlib.riskModifier and TypeClassDescriptionstatic enumDefault risk weights by credit quality (MAR22.24 Table 2, verified).Methods in com.quantfinlib.risk that return FrtbDrc.CreditQualityModifier and TypeMethodDescriptionstatic FrtbDrc.CreditQualityReturns the enum constant of this class with the specified name.static FrtbDrc.CreditQuality[]FrtbDrc.CreditQuality.values()Returns an array containing the constants of this enum class, in the order they are declared.