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