Record Class TailRisk.Tail

java.lang.Object
java.lang.Record
com.quantfinlib.risk.TailRisk.Tail
Enclosing class:
TailRisk
public static record TailRisk.Tail(double var, double expectedShortfall) extends Record
VaR and ES of one sample, both in loss units.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Tail(double var, double expectedShortfall)
    Creates an instance of a Tail record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    expectedShortfall()
    Returns the value of the expectedShortfall record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    final String
    toString()
    Returns a string representation of this record class.
    double
    var()
    Returns the value of the var record component.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Tail

      public Tail(double var, double expectedShortfall)
      Creates an instance of a Tail record class.
      Parameters:
      var - the value for the var record component
      expectedShortfall - the value for the expectedShortfall record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • var

      public double var()
      Returns the value of the var record component.
      Returns:
      the value of the var record component

    • expectedShortfall

      public double expectedShortfall()
      Returns the value of the expectedShortfall record component.
      Returns:
      the value of the expectedShortfall record component