Uses of Enum Class
com.quantfinlib.risk.FrtbDrcSecuritisation.ErbaRating

Packages that use FrtbDrcSecuritisation.ErbaRating

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of FrtbDrcSecuritisation.ErbaRating in com.quantfinlib.risk

Subclasses with type arguments of type FrtbDrcSecuritisation.ErbaRating in com.quantfinlib.risk

Modifier and Type	Class	Description
static enum	FrtbDrcSecuritisation.ErbaRating	Long-term rating grades of SEC-ERBA Tables 2 and 4 (CRE42.4, CRE42.13).

Methods in com.quantfinlib.risk that return FrtbDrcSecuritisation.ErbaRating

Modifier and Type	Method	Description
static FrtbDrcSecuritisation.ErbaRating	FrtbDrcSecuritisation.ErbaRating.valueOf(String name)	Returns the enum constant of this class with the specified name.
static FrtbDrcSecuritisation.ErbaRating[]	FrtbDrcSecuritisation.ErbaRating.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.risk with parameters of type FrtbDrcSecuritisation.ErbaRating

Modifier and Type	Method	Description
static double	FrtbDrcSecuritisation.erbaRiskWeight(FrtbDrcSecuritisation.ErbaRating rating, boolean senior, double thickness, boolean stc)	SEC-ERBA banking-book risk weight as a multiple, one-year tranche maturity (MAR22.34(1), so the maturity interpolation of CRE42.5(1) is not needed).