Class StressTester.ReverseStress

java.lang.Object
com.quantfinlib.risk.StressTester.ReverseStress
Enclosing class:
StressTester
public static final class StressTester.ReverseStress extends Object
The reverse-stress answer: the most-probable shock vector and its distance.

  • Constructor Details

    • ReverseStress

      public ReverseStress(double[] shocks, double mahalanobisSigmas)
      Creates the value; array and collection arguments are copied.

  • Method Details

    • shocks

      public double shocks(int i)
      Element i of shocks.

    • shocksLength

      public int shocksLength()
      Length of shocks.

    • shocksCopy

      public double[] shocksCopy()
      A fresh copy of shocks.

    • mahalanobisSigmas

      public double mahalanobisSigmas()
      mahalanobisSigmas.

    • equals

      public boolean equals(Object other)
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Overrides:
      toString in class Object