Package com.opengamma.analytics.financial.var

Examples of com.opengamma.analytics.financial.var.EmpiricalDistributionVaRCalculator

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  private final EmpiricalDistributionVaRCalculator _varCalculator;

  public EmpiricalDistributionConditionalVaRCalculator(final Function1D<double[], Double> meanCalculator) {
    ArgumentChecker.notNull(meanCalculator, "mean calculator");
    _meanCalculator = meanCalculator;
    _varCalculator = new EmpiricalDistributionVaRCalculator();
  }
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Related Classes of com.opengamma.analytics.financial.var.EmpiricalDistributionVaRCalculator

  • com.opengamma.analytics.financial.var.conditional.EmpiricalDistributionConditionalVaRCalculator
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