Uses of Record Class
com.quantfinlib.risk.StressTester.ReverseStress

Packages that use StressTester.ReverseStress

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

Uses of StressTester.ReverseStress in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return StressTester.ReverseStress

Modifier and Type	Method	Description
static StressTester.ReverseStress	StressTester.reverseStress(double[] exposures, double[][] covariance, double targetLoss)	The most-probable factor move (under Gaussian factors with covariance Σ) that loses exactly targetLoss on a linear book — closed form, no search.