Uses of Class
org.drip.validation.distance.GapLossFunction
Package | Description |
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org.drip.validation.distance |
Hypothesis Target Distance Test Builders
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Uses of GapLossFunction in org.drip.validation.distance
Methods in org.drip.validation.distance that return GapLossFunction Modifier and Type Method Description static GapLossFunction
GapLossFunction. ConservativePortfolioTest()
Construct the Anfuso Karyampas Nawroth (2017) Conservative Portfolio Test Version of the Gap Loss FunctionGapLossFunction
GapTestSetting. lossFunction()
Retrieve the Gap Loss Functionstatic GapLossFunction
GapLossFunction. RiskFactorTest()
Construct the Anfuso Karyampas Nawroth (2017) Risk Factor Test Version of the Gap Loss FunctionConstructors in org.drip.validation.distance with parameters of type GapLossFunction Constructor Description GapTestSetting(GapLossFunction lossFunction, GapLossWeightFunction lossWeightFunction)
GapTestSetting Constructor