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Reference manual - version orea_version
VarCalculator Member List

This is the complete list of members for VarCalculator, including all inherited members.

var(QuantLib::Real confidence, const bool isCall=true, const std::set< std::pair< std::string, QuantLib::Size >> &tradeIds={})=0 (defined in VarCalculator)VarCalculatorpure virtual
VarCalculator() (defined in VarCalculator)VarCalculator
~VarCalculator() (defined in VarCalculator)VarCalculatorvirtual