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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 3.0.12
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
package org.quantlib;
public class RiskStatistics extends Statistics {
private transient long swigCPtr;
protected RiskStatistics(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.RiskStatistics_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(RiskStatistics obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_RiskStatistics(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public double semiVariance() {
return QuantLibJNI.RiskStatistics_semiVariance(swigCPtr, this);
}
public double semiDeviation() {
return QuantLibJNI.RiskStatistics_semiDeviation(swigCPtr, this);
}
public double downsideVariance() {
return QuantLibJNI.RiskStatistics_downsideVariance(swigCPtr, this);
}
public double downsideDeviation() {
return QuantLibJNI.RiskStatistics_downsideDeviation(swigCPtr, this);
}
public double regret(double target) {
return QuantLibJNI.RiskStatistics_regret(swigCPtr, this, target);
}
public double potentialUpside(double percentile) {
return QuantLibJNI.RiskStatistics_potentialUpside(swigCPtr, this, percentile);
}
public double valueAtRisk(double percentile) {
return QuantLibJNI.RiskStatistics_valueAtRisk(swigCPtr, this, percentile);
}
public double expectedShortfall(double percentile) {
return QuantLibJNI.RiskStatistics_expectedShortfall(swigCPtr, this, percentile);
}
public double shortfall(double target) {
return QuantLibJNI.RiskStatistics_shortfall(swigCPtr, this, target);
}
public double averageShortfall(double target) {
return QuantLibJNI.RiskStatistics_averageShortfall(swigCPtr, this, target);
}
public RiskStatistics() {
this(QuantLibJNI.new_RiskStatistics(), true);
}
}
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