This is the complete list of members for HistoricalSimulationVarCalculator, including all inherited members.
HistoricalSimulationVarCalculator(const std::vector< QuantLib::Real > &pnls) (defined in HistoricalSimulationVarCalculator) | HistoricalSimulationVarCalculator | |
var(QuantLib::Real confidence, const bool isCall=true, const std::set< std::pair< std::string, QuantLib::Size >> &tradeIds={}) override (defined in HistoricalSimulationVarCalculator) | HistoricalSimulationVarCalculator | virtual |
VarCalculator() (defined in VarCalculator) | VarCalculator | |
~VarCalculator() (defined in VarCalculator) | VarCalculator | virtual |