Class CopperWEsPostProcessor
- java.lang.Object
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- com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor
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- com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor
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@Configuration public class CopperWEsPostProcessor extends ACopperWPostProcessor
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Field Summary
Fields Modifier and Type Field Description protected com.activeviam.copper.api.CopperMeasure
esQuantile
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Fields inherited from class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor
weightedTailMeasureCalc
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Constructor Summary
Constructors Constructor Description CopperWEsPostProcessor()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description com.activeviam.copper.api.CopperMeasure
wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
Description with parametrized confidence level confidence levelcom.activeviam.copper.api.CopperMeasure
wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
Description with parametrized confidence level confidence levelcom.activeviam.copper.api.CopperMeasure
wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure)
Calculate the incremental ETG between two measurescom.activeviam.copper.api.CopperMeasure
wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure, double confidenceLevel)
Calculate the incremental ES between two measurescom.activeviam.copper.api.CopperMeasure
wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
com.activeviam.copper.api.CopperMeasure
wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
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Methods inherited from class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor
incremental, incremental, indices, indices, lambdaValue, measure, measure
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Method Detail
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wEs
public com.activeviam.copper.api.CopperMeasure wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
Description with parametrized confidence level confidence level- Parameters:
underlyingMeasure
- underlying measure- Returns:
- measure
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wEs
public com.activeviam.copper.api.CopperMeasure wEs(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
Description with parametrized confidence level confidence level- Parameters:
underlyingMeasure
- underlying measureconfidenceLevel
- confidence level- Returns:
- measure
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wEsIndices
public com.activeviam.copper.api.CopperMeasure wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure)
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wEsIndices
public com.activeviam.copper.api.CopperMeasure wEsIndices(com.activeviam.copper.api.CopperMeasure underlyingMeasure, double confidenceLevel)
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wEsIncremental
public com.activeviam.copper.api.CopperMeasure wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure, double confidenceLevel)
Calculate the incremental ES between two measures- Parameters:
underlyingMeasure
- underlying measureparentMeasure
- parent measureconfidenceLevel
- confidence level- Returns:
- The ES
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wEsIncremental
public com.activeviam.copper.api.CopperMeasure wEsIncremental(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure parentMeasure)
Calculate the incremental ETG between two measures- Parameters:
underlyingMeasure
- underlying measureparentMeasure
- parent measure- Returns:
- The ETG
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