QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
BetaRisk Member List

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

alpha_BetaRiskprivate
beta_BetaRiskprivate
BetaRisk(Real maxLoss, Real years, Real mean, Real stdDev)BetaRisk
lambda_BetaRiskprivate
maxLoss_BetaRiskprivate
newSimulation(const Date &start, const Date &end) const overrideBetaRiskvirtual
~CatRisk()=defaultCatRiskvirtual