ParametricVarCalculator Member List

This is the complete list of members for ParametricVarCalculator, including all inherited members.

covarianceSalvage_	ParametricVarCalculator	private
deltas_	ParametricVarCalculator	private
gammas_	ParametricVarCalculator	private
includeDeltaMargin_	ParametricVarCalculator	private
includeGammaMargin_	ParametricVarCalculator	private
omega_	ParametricVarCalculator	private
ParametricVarCalculator(const ParametricVarParams &parametricVarParams, const QuantLib::Matrix &omega, const std::map< RiskFactorKey, QuantLib::Real > &deltas, const std::map< CrossPair, Real > &gammas, const QuantLib::ext::shared_ptr< QuantExt::CovarianceSalvage > &covarianceSalvage, const bool &includeGammaMargin, const bool &includeDeltaMargin)	ParametricVarCalculator
parametricVarParams_	ParametricVarCalculator	private
var(QuantLib::Real confidence, const bool isCall=true, const std::set< std::pair< std::string, QuantLib::Size > > &tradeIds={}) override	ParametricVarCalculator	virtual
VarCalculator()	VarCalculator
~VarCalculator()	VarCalculator	virtual