Uses of Record Class
com.quantfinlib.risk.FrtbSa.BucketResult

Packages that use FrtbSa.BucketResult

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

Uses of FrtbSa.BucketResult in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return FrtbSa.BucketResult

Modifier and Type	Method	Description
static FrtbSa.BucketResult	FrtbSa.bucket(FrtbSa.Bucket b, FrtbSa.Scenario sc)	K_b and clamped S_b of one bucket (delta or vega).