Package com.activeviam.risk.core.calc
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Interface Summary Interface Description ITailMeasureCalc Functions for calculating tail measures.ITailMeasureCalcAware Marker interface for post-processor that expect an implementation ofITailMeasureCalc
to be injected.IVaRQuantile Function to provide formula for VaR quantile.IVaRRounding Function to provide formula for VaR rounding.IWeightedTailMeasureCalc Functions for calculating weighted tail measures.IWeightedTailMeasureCalcAware Marker interface for post-processor that expect an implementation ofIWeightedTailMeasureCalc
to be injected. -
Class Summary Class Description ComponentVaRCalc Class containing helper methods for performing Component VaR calculations. -
Enum Summary Enum Description ITailMeasureCalc.CalcType IWeightedTailMeasureCalc.CalcType