IVaRQuantile (Market Risk Accelerator 1.8.0-jdk11 API)

All Superinterfaces:

com.quartetfs.fwk.types.IPluginValue, Serializable

All Known Implementing Classes:

CenteredQuantile, EqualWeightQuantile, ExclusiveQuantile
```
public interface IVaRQuantile
extends com.quartetfs.fwk.types.IPluginValue
```
Function to provide formula for VaR quantile. This interface is implemented by different rounding plugins for different quantiles.

- Method Summary
  
  All Methods Instance Methods Abstract Methods
  Modifier and Type Method Description
  
  DoubleBinaryOperator getQuantile()
  Provides Double Binary Operator for quantile calcuclation
  - Methods inherited from interface com.quartetfs.fwk.types.IPluginValue
    description, getPlugin, key, setPlugin

- Method Detail
  - getQuantile
```
DoubleBinaryOperator getQuantile()
```
    Provides Double Binary Operator for quantile calcuclation
    
    Returns:
    
    DoubleBinaryOperator representing quantile equation.