Class RiskMetricRegistry

java.lang.Object

com.quantfinlib.risk.RiskMetricRegistry

public final class RiskMetricRegistry
extends Object

Custom Risk Metrics Framework: registry of built-in and user-defined risk metrics, evaluated together over a return series.

Constructor Summary

Constructors

Constructor	Description
RiskMetricRegistry()	Creates an instance; the explicit form of the default constructor.

Method Summary

Modifier and Type	Method	Description
Map<String,Double>	calculateAll(double[] returns)	Evaluates every registered metric against the given returns.
boolean	contains(String name)
RiskMetric	get(String name)
RiskMetricRegistry	register(String name, RiskMetric metric)
static RiskMetricRegistry	withDefaults()	Creates a registry pre-populated with the built-in metric set.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RiskMetricRegistry

public RiskMetricRegistry()

Creates an instance; the explicit form of the default constructor.

Method Details

withDefaults

public static RiskMetricRegistry withDefaults()

Creates a registry pre-populated with the built-in metric set.

register

public RiskMetricRegistry register(String name,
 RiskMetric metric)

get

public RiskMetric get(String name)

contains

public boolean contains(String name)

calculateAll

public Map<String,Double> calculateAll(double[] returns)

Evaluates every registered metric against the given returns.