class |
AWeightedESPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
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class |
AWeightedETGPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
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class |
AWeightedVaEPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
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class |
AWeightedVaRPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
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class |
WeightedESIndicesPostProcessor |
Computes the ES index (or indices if we are interpolating) for a given PnL vector and confidence level.
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class |
WeightedESPostProcessor |
Computes the weighted ES for a given PnL vector and confidence level.
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class |
WeightedETGIndicesPostProcessor |
Computes the ETG index (or indices if we are interpolating) for a given PnL vector and confidence level.
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class |
WeightedETGPostProcessor |
Computes the weighted ETG for a given PnL vector and confidence level.
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class |
WeightedVaEIndicesPostProcessor |
Computes the VaE index (or indices if we are interpolating) for a given PnL vector and confidence level.
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class |
WeightedVaEPostProcessor |
Computes the weighted VaE for a given PnL vector and confidence level.
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class |
WeightedVaRIndicesPostProcessor |
Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.
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class |
WeightedVaRPostProcessor |
Computes the weighted VaR for a given PnL vector and confidence level.
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