Uses of Record Class
com.quantfinlib.crb.CentralRiskBook.CrbReport

Packages that use CentralRiskBook.CrbReport

Package	Description
com.quantfinlib.crb	The central risk book: one netted view of the firm's risk across desks and products, with internalization, routing and hedging.

Uses of CentralRiskBook.CrbReport in com.quantfinlib.crb

Methods in com.quantfinlib.crb that return CentralRiskBook.CrbReport

Modifier and Type	Method	Description
CentralRiskBook.CrbReport	CentralRiskBook.report(double[][] covariance, double confidence)	The book-level risk report.