Uses of Interface
com.quantfinlib.risk.VarEngine.ScenarioReval

Packages that use VarEngine.ScenarioReval

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

Uses of VarEngine.ScenarioReval in com.quantfinlib.risk

Methods in com.quantfinlib.risk with parameters of type VarEngine.ScenarioReval

Modifier and Type	Method	Description
static VarEngine.VarResult	VarEngine.fullRevaluationVar(double[][] scenarios, VarEngine.ScenarioReval pricer, double confidence)	Full-revaluation VaR: every scenario repriced through the CALLER'S pricer — the method that sees what every sensitivity shortcut misses (a knocked-out barrier, a pinned short gamma, an autocall triggered by the scenario itself).