Uses of Package
com.activeviam.risk.ref.calc.impl
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Packages that use com.activeviam.risk.ref.calc.impl Package Description com.activeviam.risk.ref.calc.impl -
Classes in com.activeviam.risk.ref.calc.impl used by com.activeviam.risk.ref.calc.impl Class Description ATailMeasureCalc Abstract base class forITailMeasureCalc
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).