Record Class StressTester.ReverseStress

java.lang.Object
java.lang.Record
com.quantfinlib.risk.StressTester.ReverseStress
Enclosing class:
StressTester
public static record StressTester.ReverseStress(double[] shocks, double mahalanobisSigmas) extends Record
The reverse-stress answer: the most-probable shock vector and its distance.

  • Constructor Summary

    Constructors
    Constructor
    Description
    ReverseStress(double[] shocks, double mahalanobisSigmas)
    Creates an instance of a ReverseStress record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    mahalanobisSigmas()
    Returns the value of the mahalanobisSigmas record component.
    double[]
    shocks()
    Returns the value of the shocks record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • ReverseStress

      public ReverseStress(double[] shocks, double mahalanobisSigmas)
      Creates an instance of a ReverseStress record class.
      Parameters:
      shocks - the value for the shocks record component
      mahalanobisSigmas - the value for the mahalanobisSigmas record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • shocks

      public double[] shocks()
      Returns the value of the shocks record component.
      Returns:
      the value of the shocks record component

    • mahalanobisSigmas

      public double mahalanobisSigmas()
      Returns the value of the mahalanobisSigmas record component.
      Returns:
      the value of the mahalanobisSigmas record component