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riskjs

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Risk lib for JS based on calvin456/VaR C++ code

github.com/vigor-ish/riskjs

vigor-ish/riskjs

26 files

	Filename	Content Type	Size
	../
	CVaR.h	application/octet-stream	584 B
	CVaRHistorical.cpp	application/octet-stream	2.3 kB
	CVaRMonteCarlo.cpp	application/octet-stream	2.75 kB
	CVaRVarianceCovariance.cpp	application/octet-stream	2.48 kB
	RiskJS.cpp	application/octet-stream	7.2 kB
	bootstrap.h	application/octet-stream	2.12 kB
	compute_returns_eigen.cpp	application/octet-stream	6.84 kB
	compute_returns_eigen.h	application/octet-stream	3.5 kB
	compute_var.h	application/octet-stream	12.5 kB
	generate_rm_from_distr.h	application/octet-stream	1.76 kB
	instrument.cpp	application/octet-stream	1.26 kB
	instrument.h	application/octet-stream	1.48 kB
	mc_engine.h	application/octet-stream	8 kB
	path.cpp	application/octet-stream	2.13 kB
	path.h	application/octet-stream	3.16 kB
	pca.cpp	application/octet-stream	10.1 kB
	pca.h	application/octet-stream	4.4 kB
	portfolio.cpp	application/octet-stream	2.64 kB
	portfolio.h	application/octet-stream	4.36 kB
	ptf_var.cpp	application/octet-stream	3.02 kB
	ptf_var.h	application/octet-stream	5.63 kB
	rng.cpp	application/octet-stream	2.14 kB
	rng.h	application/octet-stream	2.58 kB
	var_bridge.h	application/octet-stream	1.09 kB
	var_model.cpp	application/octet-stream	8.4 kB
	var_model.h	application/octet-stream	5 kB