MarketRiskBacktest::VarBenchmark Struct Reference

Public Member Functions
	VarBenchmark (VarType type, QuantLib::ext::shared_ptr< ore::analytics::VarCalculator > calculator, QuantLib::Real var=0.0)
void	reset ()

Public Attributes
VarType	type
QuantLib::ext::shared_ptr< ore::analytics::VarCalculator >	calculator
QuantLib::Real	var = 0.0