setProbabilityLevel
Set probability level for VaR and CVaR calculations
Description
sets probability level for VaR and CVaR calculations for a
obj
= setProbabilityLevel(obj
,ProbabilityLevel
)PortfolioCVaR
object. For details on the workflow, see
PortfolioCVaR Object Workflow.
Examples
Input Arguments
Output Arguments
Tips
You can also use dot notation to set the probability level for VaR and CVaR calculations:
obj = obj.setProbabilityLevel(ProbabilityLevel)
Version History
Introduced in R2012b