ParametricVarCalculator::ParametricVarParams Struct Reference

A container for holding the parametric VAR parameters. More...

#include <orea/engine/parametricvar.hpp>

Public Types
enum class	Method {   Delta , DeltaGammaNormal , MonteCarlo , CornishFisher ,   Saddlepoint }

Public Member Functions
	ParametricVarParams (const std::string &m, QuantLib::Size samples, QuantLib::Size seed)

Public Attributes
Method	method = Method::Delta
QuantLib::Size	samples = QuantLib::Null<QuantLib::Size>()
QuantLib::Size	seed = QuantLib::Null<QuantLib::Size>()

Detailed Description

A container for holding the parametric VAR parameters.