Enum Class FrtbEs.TrafficLight

java.lang.Object

java.lang.Enum<FrtbEs.TrafficLight>

com.quantfinlib.risk.FrtbEs.TrafficLight

All Implemented Interfaces:

Serializable, Comparable<FrtbEs.TrafficLight>, Constable

Enclosing class:

FrtbEs

public static enum FrtbEs.TrafficLight
extends Enum<FrtbEs.TrafficLight>

The Basel backtesting traffic light over 250 days of 99% VaR exceptions: GREEN ≤ 4 (model fine), AMBER 5-9 (capital multiplier rises), RED ≥ 10 (model presumed wrong). The one-page summary of what VarBacktest's Kupiec/Christoffersen statistics say with p-values.

Nested Class Summary

Nested classes/interfaces inherited from class java.lang.Enum

Enum.EnumDesc<E extends Enum<E>>

Enum Constant Summary

Enum Constants

Enum Constant	Description
AMBER
GREEN
RED

Method Summary

Modifier and Type	Method	Description
static FrtbEs.TrafficLight	of(int exceptions250d)
static FrtbEs.TrafficLight	valueOf(String name)	Returns the enum constant of this class with the specified name.
static FrtbEs.TrafficLight[]	values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

GREEN

public static final FrtbEs.TrafficLight GREEN

AMBER

public static final FrtbEs.TrafficLight AMBER

RED

public static final FrtbEs.TrafficLight RED

Method Details

values

public static FrtbEs.TrafficLight[] values()

Returns an array containing the constants of this enum class, in the order they are declared.

Returns:

an array containing the constants of this enum class, in the order they are declared

valueOf

public static FrtbEs.TrafficLight valueOf(String name)

Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum class has no constant with the specified name

NullPointerException - if the argument is null

of

public static FrtbEs.TrafficLight of(int exceptions250d)