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

Packages that use SaCcr.CreditGrade

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

Uses of SaCcr.CreditGrade in com.quantfinlib.risk

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

Modifier and Type	Class	Description
static enum	SaCcr.CreditGrade	Credit rating buckets and their supervisory factors (Table 2).

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

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

Modifier and Type	Method	Description
static SaCcrTrade	SaCcrTrade.credit(String entity, SaCcr.CreditGrade grade, double notional, double startYears, double endYears, double maturityYears, double delta, double marketValue)	Credit derivative on a single name or an index.

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

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.