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VaRContextVal
This context value sets the confidence level of the VaR metric. The confidence level is expressed in percent.
| Element |
Details |
| Interface |
IVaRConfidenceContextVal, which provides the getVaRConfidence method that should contain the confidence level. |
| Implementation |
VaRConfidenceContextVal |
| Translator |
VaRConfidenceTranslator |