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

Packages that use FrtbSa.RiskClass

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

Uses of FrtbSa.RiskClass in com.quantfinlib.risk

Method parameters in com.quantfinlib.risk with type arguments of type FrtbSa.RiskClass

Modifier and Type	Method	Description
static double	FrtbSa.sbmCapital(List<FrtbSa.RiskClass> classes)	SBM capital: the maximum of the three scenario totals.
static double	FrtbSa.total(List<FrtbSa.RiskClass> classes, FrtbSa.Scenario sc)	Total SBM charge of a set of risk classes under one scenario.