Uses of Enum Class
com.quantfinlib.risk.VarBacktest.Zone
Packages that use VarBacktest.Zone
Package
Description
Risk measurement, decomposition, limits and model validation.
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Uses of VarBacktest.Zone in com.quantfinlib.risk
Subclasses with type arguments of type VarBacktest.Zone in com.quantfinlib.riskModifier and TypeClassDescriptionstatic enumBacktesting zones of the Basel internal models approach (MAR32.8).Methods in com.quantfinlib.risk that return VarBacktest.ZoneModifier and TypeMethodDescriptionstatic VarBacktest.ZoneReturns the enum constant of this class with the specified name.static VarBacktest.Zone[]VarBacktest.Zone.values()Returns an array containing the constants of this enum class, in the order they are declared.VarBacktest.TrafficLight.zone()Returns the value of thezonerecord component.Constructors in com.quantfinlib.risk with parameters of type VarBacktest.ZoneModifierConstructorDescriptionTrafficLight(VarBacktest.Zone zone, int exceptions, int observations, double cumulativeProbability, double multiplier) Creates an instance of aTrafficLightrecord class.