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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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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 |