Uses of Enum Class
com.quantfinlib.risk.FrtbDrcSecuritisation.AssetClass
Packages that use FrtbDrcSecuritisation.AssetClass
Package
Description
Risk measurement, decomposition, limits and model validation.
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Uses of FrtbDrcSecuritisation.AssetClass in com.quantfinlib.risk
Subclasses with type arguments of type FrtbDrcSecuritisation.AssetClass in com.quantfinlib.riskModifier and TypeClassDescriptionstatic enumThe 11 asset classes of MAR22.31(2)(a), plus the corporates bucket of MAR22.31(1).Methods in com.quantfinlib.risk that return FrtbDrcSecuritisation.AssetClassModifier and TypeMethodDescriptionFrtbDrcSecuritisation.NonCtpBucket.assetClass()Returns the value of theassetClassrecord component.Returns the enum constant of this class with the specified name.static FrtbDrcSecuritisation.AssetClass[]FrtbDrcSecuritisation.AssetClass.values()Returns an array containing the constants of this enum class, in the order they are declared.Constructors in com.quantfinlib.risk with parameters of type FrtbDrcSecuritisation.AssetClassModifierConstructorDescriptionNonCtpBucket(FrtbDrcSecuritisation.AssetClass assetClass, FrtbDrcSecuritisation.Region region) Creates an instance of aNonCtpBucketrecord class.