Record Class VarEngine.VarResult

java.lang.Object

java.lang.Record

com.quantfinlib.risk.VarEngine.VarResult

Enclosing class:

VarEngine

public static record VarEngine.VarResult(double var, double expectedShortfall)
extends Record

VaR and ES from Gaussian Monte Carlo factor scenarios.

Constructor Summary

Constructors

Constructor	Description
VarResult(double var, double expectedShortfall)	Creates an instance of a VarResult record class.

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Details

VarResult

public VarResult(double var,
 double expectedShortfall)

Creates an instance of a VarResult record class.

Parameters:

var - the value for the var record component

expectedShortfall - the value for the expectedShortfall 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. All components in this record class 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.

var

public double var()

Returns the value of the var record component.

Returns:

the value of the var record component

expectedShortfall

public double expectedShortfall()

Returns the value of the expectedShortfall record component.

Returns:

the value of the expectedShortfall record component