Uses of Record Class
com.quantfinlib.risk.PnlAttribution.Result

Packages that use PnlAttribution.Result

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

Uses of PnlAttribution.Result in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return PnlAttribution.Result

Modifier and Type	Method	Description
static PnlAttribution.Result	PnlAttribution.test(double[] hypotheticalPnl, double[] riskTheoreticalPnl)	Runs the PLAT over aligned daily P&L series (250 days is the regulatory window; anything ≥ 20 computes).