Uses of Enum Class
com.quantfinlib.risk.SaCcr.AssetClass
Packages that use SaCcr.AssetClass
Package
Description
Risk measurement, decomposition, limits and model validation.
-
Uses of SaCcr.AssetClass in com.quantfinlib.risk
Subclasses with type arguments of type SaCcr.AssetClass in com.quantfinlib.riskMethods in com.quantfinlib.risk that return SaCcr.AssetClassModifier and TypeMethodDescriptionSaCcrTrade.assetClass()Returns the value of theassetClassrecord component.static SaCcr.AssetClassReturns the enum constant of this class with the specified name.static SaCcr.AssetClass[]SaCcr.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 SaCcr.AssetClassModifierConstructorDescriptionSaCcrTrade(SaCcr.AssetClass assetClass, String hedgingSet, SaCcr.CreditGrade creditGrade, boolean index, SaCcr.CommoditySet commoditySet, double notional, double startYears, double endYears, double maturityYears, double delta, double marketValue) The 2.1 constructor: an ordinary (non-basis, non-volatility) trade.SaCcrTrade(SaCcr.AssetClass assetClass, String hedgingSet, SaCcr.CreditGrade creditGrade, boolean index, SaCcr.CommoditySet commoditySet, double notional, double startYears, double endYears, double maturityYears, double delta, double marketValue, SaCcr.HedgingSetType hedgingSetType) Validates every field.