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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 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 |