Uses of Record Class
com.quantfinlib.risk.VarBacktest.VarBacktestResult

Packages that use VarBacktest.VarBacktestResult

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

Uses of VarBacktest.VarBacktestResult in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return VarBacktest.VarBacktestResult

Modifier and Type	Method	Description
static VarBacktest.VarBacktestResult	VarBacktest.test(double[] returns, double[] varForecasts, double confidence)
static VarBacktest.VarBacktestResult	VarBacktest.test(double[] returns, double constantVar, double confidence)	Backtests a constant VaR (positive loss fraction) against realized returns.