Package com.activeviam.risk.ref.calc.impl

Class Summary

Class	Description
ATailMeasureCalc	Abstract base class for ITailMeasureCalc where: The VaR measure is the element in the sorted vector at position (with interpolation) The ES measure is average in the sorted vector of the first elements (with partial weighting in the last element).
TailMeasureCalc	Implementation of ATailMeasureCalc
WeightedTailMeasureCalc