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 BetaRiskSimulation, including all inherited members.
BetaRiskSimulation(Date start, Date end, Real maxLoss, Real lambda, Real alpha, Real beta) | BetaRiskSimulation | |
CatSimulation(Date start, Date end) | CatSimulation | |
dayCount_ | BetaRiskSimulation | private |
end_ | CatSimulation | protected |
exponential_ | BetaRiskSimulation | private |
gammaAlpha_ | BetaRiskSimulation | private |
gammaBeta_ | BetaRiskSimulation | private |
generateBeta() | BetaRiskSimulation | |
maxLoss_ | BetaRiskSimulation | private |
nextPath(std::vector< std::pair< Date, Real > > &path) override | BetaRiskSimulation | virtual |
rng_ | BetaRiskSimulation | private |
start_ | CatSimulation | protected |
yearFraction_ | BetaRiskSimulation | private |
~CatSimulation()=default | CatSimulation | virtual |