Class RiskMetricRegistry

java.lang.Object

com.quantfinlib.risk.RiskMetricRegistry

public final class RiskMetricRegistry
extends Object

Custom Risk Metrics Framework: registry of built-in and user-defined risk metrics, evaluated together over a return series.

Constructor Summary

Constructors

Constructor	Description
RiskMetricRegistry()

Method Summary

Modifier and Type	Method	Description
Map<String,Double>	calculateAll(double[] returns)	Evaluates every registered metric against the given returns.
boolean	contains(String name)
RiskMetric	get(String name)
RiskMetricRegistry	register(String name, RiskMetric metric)
static RiskMetricRegistry	withDefaults()	Creates a registry pre-populated with the built-in metric set.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RiskMetricRegistry

public RiskMetricRegistry()

Method Details

withDefaults

public static RiskMetricRegistry withDefaults()

Creates a registry pre-populated with the built-in metric set.

register

public RiskMetricRegistry register(String name,
 RiskMetric metric)

get

public RiskMetric get(String name)

contains

public boolean contains(String name)

calculateAll

public Map<String,Double> calculateAll(double[] returns)

Evaluates every registered metric against the given returns.