Uses of Record Class
com.quantfinlib.risk.PnlAttribution.Result

Packages that use PnlAttribution.Result

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

Uses of PnlAttribution.Result in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return PnlAttribution.Result

Modifier and Type	Method	Description
static PnlAttribution.Result	PnlAttribution.test(double[] hypotheticalPnl, double[] riskTheoreticalPnl)	Runs the PLAT over aligned daily P&L series (250 days is the regulatory window; anything ≥ 20 computes).