Uses of Enum Class
com.quantfinlib.risk.SaCcrHaircuts.NoRatingsDebtClass

Packages that use SaCcrHaircuts.NoRatingsDebtClass

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

Uses of SaCcrHaircuts.NoRatingsDebtClass in com.quantfinlib.risk

Subclasses with type arguments of type SaCcrHaircuts.NoRatingsDebtClass in com.quantfinlib.risk

Modifier and Type	Class	Description
static enum	SaCcrHaircuts.NoRatingsDebtClass	Debt classes of the CRE22.50 table (jurisdictions without external ratings).

Methods in com.quantfinlib.risk that return SaCcrHaircuts.NoRatingsDebtClass

Modifier and Type	Method	Description
static SaCcrHaircuts.NoRatingsDebtClass	SaCcrHaircuts.NoRatingsDebtClass.valueOf(String name)	Returns the enum constant of this class with the specified name.
static SaCcrHaircuts.NoRatingsDebtClass[]	SaCcrHaircuts.NoRatingsDebtClass.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 SaCcrHaircuts.NoRatingsDebtClass

Modifier and Type	Method	Description
static double	SaCcrHaircuts.haircut10DayNoExternalRatings(SaCcrHaircuts.NoRatingsDebtClass debtClass, double maturityYears)	Supervisory haircut on a 10-day holding period for debt under the CRE22.50 table (jurisdictions without external ratings).