Uses of Class
com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor
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Packages that use AWeightedESPostProcessor Package Description com.activeviam.risk.core.postprocessor.impl -
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Uses of AWeightedESPostProcessor in com.activeviam.risk.core.postprocessor.impl
Subclasses of AWeightedESPostProcessor in com.activeviam.risk.core.postprocessor.impl Modifier and Type Class Description class
WeightedESIndicesPostProcessor
Computes the ES index (or indices if we are interpolating) for a given PnL vector and confidence level.class
WeightedESPostProcessor
Computes the weighted ES for a given PnL vector and confidence level.
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