GitHub / open-risk / tailRisk

A library for the calculation of tail risk measures

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/open-risk%2FtailRisk
PURL: pkg:github/open-risk/tailRisk

Stars: 5
Forks: 2
Open issues: 4

License: apache-2.0
Language: C++
Size: 71.3 KB
Dependencies parsed at: Pending

Created at: over 4 years ago
Updated at: 8 months ago
Pushed at: 8 months ago
Last synced at: 4 months ago

Topics: expected-shortfall, quantile-functions, risk-measure, value-at-risk

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