Reference manual - version orea_version
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 |