QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for BetaRisk, including all inherited members.
alpha_ | BetaRisk | private |
beta_ | BetaRisk | private |
BetaRisk(Real maxLoss, Real years, Real mean, Real stdDev) | BetaRisk | |
lambda_ | BetaRisk | private |
maxLoss_ | BetaRisk | private |
newSimulation(const Date &start, const Date &end) const override | BetaRisk | virtual |
~CatRisk()=default | CatRisk | virtual |