Reference manual - version orea_version
This is the complete list of members for MarketRiskBacktest::VarBenchmark, including all inherited members.
| calculator (defined in MarketRiskBacktest::VarBenchmark) | MarketRiskBacktest::VarBenchmark | |
| reset() (defined in MarketRiskBacktest::VarBenchmark) | MarketRiskBacktest::VarBenchmark | |
| type (defined in MarketRiskBacktest::VarBenchmark) | MarketRiskBacktest::VarBenchmark | |
| var (defined in MarketRiskBacktest::VarBenchmark) | MarketRiskBacktest::VarBenchmark | |
| VarBenchmark(VarType type, QuantLib::ext::shared_ptr< ore::analytics::VarCalculator > calculator, QuantLib::Real var=0.0) (defined in MarketRiskBacktest::VarBenchmark) | MarketRiskBacktest::VarBenchmark |