Uses of Interface
com.quantfinlib.risk.VarEngine.ScenarioReval

Packages that use VarEngine.ScenarioReval

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

Uses of VarEngine.ScenarioReval in com.quantfinlib.risk

Methods in com.quantfinlib.risk with parameters of type VarEngine.ScenarioReval

Modifier and Type	Method	Description
static VarEngine.VarResult	VarEngine.fullRevaluationVar(double[][] scenarios, VarEngine.ScenarioReval pricer, double confidence)	Full-revaluation VaR: every scenario repriced through the caller's pricer.