Package jdistlib.finance

Interface AdvancedRiskMeasures.SpectralWeight

Enclosing class:
AdvancedRiskMeasures
public static interface AdvancedRiskMeasures.SpectralWeight

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    weight(double cumulativeProbability)
     

  • Method Details

    • weight

      double weight(double cumulativeProbability)