Uses of Enum Class
com.quantfinlib.risk.FrtbEs.TrafficLight

Packages that use FrtbEs.TrafficLight

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

Uses of FrtbEs.TrafficLight in com.quantfinlib.risk

Subclasses with type arguments of type FrtbEs.TrafficLight in com.quantfinlib.risk

Modifier and Type	Class	Description
static enum	FrtbEs.TrafficLight	The Basel backtesting traffic light over 250 days of 99% VaR exceptions: GREEN ≤ 4 (model fine), AMBER 5-9 (capital multiplier rises), RED ≥ 10 (model presumed wrong).

Methods in com.quantfinlib.risk that return FrtbEs.TrafficLight

Modifier and Type	Method	Description
static FrtbEs.TrafficLight	FrtbEs.TrafficLight.of(int exceptions250d)
static FrtbEs.TrafficLight	FrtbEs.TrafficLight.valueOf(String name)	Returns the enum constant of this class with the specified name.
static FrtbEs.TrafficLight[]	FrtbEs.TrafficLight.values()	Returns an array containing the constants of this enum class, in the order they are declared.