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

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_BetaRiskSimulationprivate
end_CatSimulationprotected
exponential_BetaRiskSimulationprivate
gammaAlpha_BetaRiskSimulationprivate
gammaBeta_BetaRiskSimulationprivate
generateBeta()BetaRiskSimulation
maxLoss_BetaRiskSimulationprivate
nextPath(std::vector< std::pair< Date, Real > > &path) overrideBetaRiskSimulationvirtual
rng_BetaRiskSimulationprivate
start_CatSimulationprotected
yearFraction_BetaRiskSimulationprivate
~CatSimulation()=defaultCatSimulationvirtual