Uses of Interface
com.activeviam.risk.core.calc.ITailMeasureCalcAware

Packages that use ITailMeasureCalcAware

Package	Description
com.activeviam.risk.core.postprocessor.impl

Uses of ITailMeasureCalcAware in com.activeviam.risk.core.postprocessor.impl

Classes in com.activeviam.risk.core.postprocessor.impl that implement ITailMeasureCalcAware

Modifier and Type	Class	Description
class	AESPostProcessor<OutputType>
class	AETGPostProcessor<OutputType>
class	AVaEPostProcessor<OutputType>
class	AVaRPostProcessor<OutputType>	This class handles the confidence level and the Calc IF
class	AWeightedESPostProcessor<OutputType>	This class handles the confidence level and the Calc IF
class	AWeightedETGPostProcessor<OutputType>	This class handles the confidence level and the Calc IF
class	AWeightedVaEPostProcessor<OutputType>	This class handles the confidence level and the Calc IF
class	AWeightedVaRPostProcessor<OutputType>	This class handles the confidence level and the Calc IF
class	ESIndicesPostProcessor	Computes the indices for a given PnL vector that contribute to the expected shortfall.
class	ESPostProcessor	Computes expected shortfall, the average of losses greater than the VaR of a given position.
class	ETGIndicesPostProcessor	Computes the indices for a given PnL vector that contribute to the expected tail gain.
class	ETGPostProcessor	Computes expected tail gain, the average of gains greater than the VaE of a given position.
class	IncrementalESPostProcessor	Computes incremental ES, a measure of the change in the ES of a parent portfolio should a sub-portfolio be removed from it.
class	IncrementalETGPostProcessor	Computes incremental ETG, a measure of the change in the ETG of a parent portfolio should a sub-portfolio be removed from it.
class	IncrementalVaEPostProcessor	Computes incremental VaE, a measure of the change in the VaE of a parent portfolio should a sub-portfolio be removed from it.
class	IncrementalVaRPostProcessor	Computes incremental VaR, a measure of the change in the VaR of a parent portfolio should a sub-portfolio be removed from it.
class	ParametricVaEPostProcessor	Computes the parametric VaE for a given PnL vector and confidence level.
class	ParametricVaRPostProcessor	Computes the parametric VaR for a given PnL vector and confidence level.
class	ScalarVaRPostProcessor	Computes the VaR for a given PnL vector and confidence level.
class	VaEIndicesPostProcessor	Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.
class	VaEPostProcessor	Computes the VaE for a given PnL vector and confidence level.
class	VaRIndicesPostProcessor	Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.
class	VaRPostProcessor	Computes the VaR for a given PnL vector and confidence level.
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.
class	WeightedETGIndicesPostProcessor	Computes the ETG index (or indices if we are interpolating) for a given PnL vector and confidence level.
class	WeightedETGPostProcessor	Computes the weighted ETG for a given PnL vector and confidence level.
class	WeightedVaEIndicesPostProcessor	Computes the VaE index (or indices if we are interpolating) for a given PnL vector and confidence level.
class	WeightedVaEPostProcessor	Computes the weighted VaE for a given PnL vector and confidence level.
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.