Package com.activeviam.risk.core.calc
Interface IVaRQuantile
-
- All Superinterfaces:
com.quartetfs.fwk.types.IPluginValue
,Serializable
- All Known Implementing Classes:
CenteredQuantile
,EqualWeightQuantile
,ExclusiveQuantile
public interface IVaRQuantile extends com.quartetfs.fwk.types.IPluginValue
Function to provide formula for VaR quantile. This interface is implemented by different rounding plugins for different quantiles.
-
-
Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description DoubleBinaryOperator
getQuantile()
Provides Double Binary Operator for quantile calcuclation
-
-
-
Method Detail
-
getQuantile
DoubleBinaryOperator getQuantile()
Provides Double Binary Operator for quantile calcuclation- Returns:
- DoubleBinaryOperator representing quantile equation.
-
-