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

Packages that use SaCcr.HedgingSetType

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

Uses of SaCcr.HedgingSetType in com.quantfinlib.risk

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

Modifier and Type	Class	Description
static enum	SaCcr.HedgingSetType	Hedging-set kind of a trade (paras 162-163) and its multiplier on the supervisory factor.

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

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

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, SaCcr.HedgingSetType hedgingSetType)	Validates every field.