BetaRisk Class Reference

#include <ql/experimental/catbonds/catrisk.hpp>

Inheritance diagram for BetaRisk:

Collaboration diagram for BetaRisk:

Public Member Functions
	BetaRisk (Real maxLoss, Real years, Real mean, Real stdDev)
ext::shared_ptr< CatSimulation >	newSimulation (const Date &start, const Date &end) const override
Public Member Functions inherited from CatRisk
virtual	~CatRisk ()=default
virtual ext::shared_ptr< CatSimulation >	newSimulation (const Date &start, const Date &end) const =0

Private Attributes
Real	maxLoss_
Real	lambda_
Real	alpha_
Real	beta_

Detailed Description

Definition at line 114 of file catrisk.hpp.

Constructor & Destructor Documentation

BetaRisk()

BetaRisk	(	Real	maxLoss,
		Real	years,
		Real	mean,
		Real	stdDev
	)

Definition at line 118 of file catrisk.cpp.

Member Function Documentation

newSimulation()

ext::shared_ptr< CatSimulation > newSimulation ( const Date &  start, const Date &  end  ) const

overridevirtual

Implements CatRisk.

Definition at line 132 of file catrisk.cpp.

Member Data Documentation

maxLoss_

Real maxLoss_

private

Definition at line 125 of file catrisk.hpp.

lambda_

Real lambda_

private

Definition at line 126 of file catrisk.hpp.

alpha_

Real alpha_

private

Definition at line 127 of file catrisk.hpp.

beta_

Real beta_

private

Definition at line 128 of file catrisk.hpp.