QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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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