Uses of Class
com.quantfinlib.risk.ComponentVar.Allocation

Packages that use ComponentVar.Allocation

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of ComponentVar.Allocation in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return ComponentVar.Allocation

Modifier and Type	Method	Description
static ComponentVar.Allocation	ComponentVar.allocate(double[] weights, double[][] covariance, double confidence)	Euler allocation of delta-normal VaR.