Uses of Record Class
com.quantfinlib.risk.TailRisk.Tail

Packages that use TailRisk.Tail

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

Uses of TailRisk.Tail in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return TailRisk.Tail

Modifier and Type	Method	Description
static TailRisk.Tail	TailRisk.of(double[] losses, double confidence)	VaR and ES of an unsorted loss sample.
static TailRisk.Tail	TailRisk.ofSorted(double[] sortedLosses, double confidence)	VaR and ES of a loss sample already sorted ascending.