Interface RiskMetric

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public interface RiskMetric

Pluggable risk metric over a periodic return series. Implement this to add user-defined metrics to the RiskMetricRegistry.

Method Summary

Modifier and Type	Method	Description
double	calculate(double[] returns)

Method Details

calculate

double calculate(double[] returns)