Uses of Record Class
com.quantfinlib.crb.CentralRiskBook.CrbReport
Packages that use CentralRiskBook.CrbReport
Package
Description
The central risk book — one netted view of the firm's risk across
desks and products, and the machinery that monetizes it.
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Uses of CentralRiskBook.CrbReport in com.quantfinlib.crb
Methods in com.quantfinlib.crb that return CentralRiskBook.CrbReportModifier and TypeMethodDescriptionCentralRiskBook.report(double[][] covariance, double confidence) The book-level risk report.