Interface VarEngine.ScenarioReval

Enclosing class:
VarEngine
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 static interface VarEngine.ScenarioReval
Revalues the book under one scenario's factor moves.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    pnl(double[] factorMoves)
     

  • Method Details

    • pnl

      double pnl(double[] factorMoves)
      Returns:
      the book's P&L under these factor moves (finite)