Uses of Enum Class
com.quantfinlib.risk.FrtbDrcSecuritisation.ErbaShortTermRating
Packages that use FrtbDrcSecuritisation.ErbaShortTermRating
Package
Description
Risk measurement, decomposition, limits and model validation.
-
Uses of FrtbDrcSecuritisation.ErbaShortTermRating in com.quantfinlib.risk
Subclasses with type arguments of type FrtbDrcSecuritisation.ErbaShortTermRating in com.quantfinlib.riskModifier and TypeClassDescriptionstatic enumShort-term rating grades of SEC-ERBA Tables 1 and 3 (CRE42.2, CRE42.12).Methods in com.quantfinlib.risk that return FrtbDrcSecuritisation.ErbaShortTermRatingModifier and TypeMethodDescriptionReturns the enum constant of this class with the specified name.FrtbDrcSecuritisation.ErbaShortTermRating.values()Returns an array containing the constants of this enum class, in the order they are declared.