Set probability level for VaR and CVaR calculations
obj = setProbabilityLevel(obj,ProbabilityLevel)
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.
You can also use dot notation to set the probability level for VaR and CVaR calculations:
obj = obj.setProbabilityLevel(ProbabilityLevel)