Uses of Record Class
com.quantfinlib.risk.ComponentVar.Allocation

Packages that use ComponentVar.Allocation

Package	Description
com.quantfinlib.risk	Risk: measurement, decomposition, credit/limits, and model validation.

Uses of ComponentVar.Allocation in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return ComponentVar.Allocation

Modifier and Type	Method	Description
static ComponentVar.Allocation	ComponentVar.allocate(double[] weights, double[][] covariance, double confidence)	Euler allocation of delta-normal VaR.