Uses of Class
com.quantfinlib.risk.FactorRiskModel.Decomposition

Packages that use FactorRiskModel.Decomposition

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

Uses of FactorRiskModel.Decomposition in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return FactorRiskModel.Decomposition

Modifier and Type	Method	Description
FactorRiskModel.Decomposition	FactorRiskModel.decompose(double[] weights)	Risk decomposition of a portfolio (weights as fractions of capital, zero on names that are not covered).