Uses of Enum Class
com.quantfinlib.risk.SaCcr.CommoditySet

Packages that use SaCcr.CommoditySet

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

Uses of SaCcr.CommoditySet in com.quantfinlib.risk

Subclasses with type arguments of type SaCcr.CommoditySet in com.quantfinlib.risk

Modifier and Type	Class	Description
static enum	SaCcr.CommoditySet	The four commodity hedging sets (para 161).

Methods in com.quantfinlib.risk that return SaCcr.CommoditySet

Modifier and Type	Method	Description
SaCcr.CommoditySet	SaCcrTrade.commoditySet()	Returns the value of the commoditySet record component.
static SaCcr.CommoditySet	SaCcr.CommoditySet.valueOf(String name)	Returns the enum constant of this class with the specified name.
static SaCcr.CommoditySet[]	SaCcr.CommoditySet.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 SaCcr.CommoditySet

Modifier and Type	Method	Description
static SaCcrTrade	SaCcrTrade.commodity(SaCcr.CommoditySet set, String commodityType, double adjustedNotional, double maturityYears, double delta, double marketValue)	Commodity derivative.

Constructors in com.quantfinlib.risk with parameters of type SaCcr.CommoditySet

Modifier	Constructor	Description
	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)	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.