Quantiles
| Hierarchy | Description |
|---|---|
| Quantiles | List of quantiles used for VaR estimation. This hierarchy is created from the list of available Quantile plugins of type IVaRQuantile.class. Levels: [ALL, QuantileName]. |
Quantiles
Reference for the Quantiles dimension in Atoti Market Risk, covering the Quantiles hierarchy populated from IVaRQuantile plugins and used to select VaR estimation quantile methods