Uses of Record Class
com.quantfinlib.risk.FrtbDrcSecuritisation.NonCtpBucket
Packages that use FrtbDrcSecuritisation.NonCtpBucket
Package
Description
Risk measurement, decomposition, limits and model validation.
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Uses of FrtbDrcSecuritisation.NonCtpBucket in com.quantfinlib.risk
Methods in com.quantfinlib.risk that return FrtbDrcSecuritisation.NonCtpBucketModifier and TypeMethodDescriptionFrtbDrcSecuritisation.NonCtpBucket.corporates()Corporates bucket, all regions (MAR22.31(1)).FrtbDrcSecuritisation.NonCtpBucket.other()The other bucket for unassignable exposures (MAR22.32(2)).