Uses of Interface
com.activeviam.risk.core.calc.ITailMeasureCalc
-
-
Uses of ITailMeasureCalc in com.activeviam.risk.core.calc
Methods in com.activeviam.risk.core.calc with parameters of type ITailMeasureCalc Modifier and Type Method Description void
ITailMeasureCalcAware. setTailMeasureCalc(ITailMeasureCalc tailMeasureCalc)
Set the implementation ofITailMeasureCalc
-
Uses of ITailMeasureCalc in com.activeviam.risk.core.postprocessor.impl
Fields in com.activeviam.risk.core.postprocessor.impl declared as ITailMeasureCalc Modifier and Type Field Description protected ITailMeasureCalc
ACopperPostProcessor. tailMeasureCalc
protected ITailMeasureCalc
AESPostProcessor. tailMeasureCalc
protected ITailMeasureCalc
AETGPostProcessor. tailMeasureCalc
protected ITailMeasureCalc
AVaEPostProcessor. tailMeasureCalc
protected ITailMeasureCalc
AVaRPostProcessor. tailMeasureCalc
Methods in com.activeviam.risk.core.postprocessor.impl with parameters of type ITailMeasureCalc Modifier and Type Method Description void
AESPostProcessor. setTailMeasureCalc(ITailMeasureCalc tailMeasureCalc)
void
AETGPostProcessor. setTailMeasureCalc(ITailMeasureCalc tailMeasureCalc)
void
AVaEPostProcessor. setTailMeasureCalc(ITailMeasureCalc tailMeasureCalc)
void
AVaRPostProcessor. setTailMeasureCalc(ITailMeasureCalc tailMeasureCalc)
-
Uses of ITailMeasureCalc in com.activeviam.risk.ref.calc.impl
Classes in com.activeviam.risk.ref.calc.impl that implement ITailMeasureCalc Modifier and Type Class Description class
ATailMeasureCalc
Abstract base class forITailMeasureCalc
where: The VaR measure is the element in the sorted vector at position (with interpolation) The ES measure is average in the sorted vector of the first elements (with partial weighting in the last element).class
TailMeasureCalc
Implementation ofATailMeasureCalc
-
Uses of ITailMeasureCalc in com.activeviam.risk.ref.cfg.impl
Fields in com.activeviam.risk.ref.cfg.impl declared as ITailMeasureCalc Modifier and Type Field Description protected ITailMeasureCalc
RiskPostProcessorConfig. tailMeasureCalc
-
Uses of ITailMeasureCalc in com.activeviam.risk.starter.cfg.impl
Methods in com.activeviam.risk.starter.cfg.impl that return ITailMeasureCalc Modifier and Type Method Description ITailMeasureCalc
TailMeasureCalcConfig. tailMeasureCalc()
-