Uses of Package
com.quantfinlib.simulation
Packages that use com.quantfinlib.simulation
Package
Description
Professional report generation, all writers hand-rolled on the JDK:
ReportGenerator assembles portfolio,
performance, risk, allocation, trade, Monte Carlo and technical sections
into a Report, exported as HTML (with
inline SvgCharts equity/drawdown charts),
CSV, PDF, or XLSX.Monte Carlo simulation:
MonteCarloSimulator runs GBM scenarios
(single portfolio or correlated multi-asset via Cholesky) in parallel
across cores, deterministic per seed;
SimulationResult provides the outcome
analytics — probability of profit/loss, VaR/CVaR, confidence intervals,
best/worst/expected/median terminal values.-
Classes in com.quantfinlib.simulation used by com.quantfinlib.reportClassDescriptionAnalytics over Monte Carlo terminal portfolio values: probabilities, VaR/CVaR, confidence intervals and scenario extremes.
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Classes in com.quantfinlib.simulation used by com.quantfinlib.simulationClassDescriptionAnalytics over Monte Carlo terminal portfolio values: probabilities, VaR/CVaR, confidence intervals and scenario extremes.