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quantlib.js
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Globals
"ql/experimental/catbonds/catrisk"
EventSet
Class EventSet
Hierarchy
CatRisk
EventSet
Index
Constructors
constructor
Properties
_events
_events
End
_events
Start
Methods
new
Simulation
Constructors
constructor
new
Event
Set
(
events
:
Array
<
[
Integer
,
Real
]
>
, eventsStart
:
Date
, eventsEnd
:
Date
)
:
EventSet
Parameters
events:
Array
<
[
Integer
,
Real
]
>
eventsStart:
Date
eventsEnd:
Date
Returns
EventSet
Properties
Private
_events
_events
:
Array
<
[
Integer
,
Real
]
>
Private
_events
End
_events
End
:
Date
Private
_events
Start
_events
Start
:
Date
Methods
new
Simulation
new
Simulation
(
start
:
Date
, end
:
Date
)
:
CatSimulation
Parameters
start:
Date
end:
Date
Returns
CatSimulation
Globals
"ql/experimental/catbonds/catrisk"
Beta
Risk
Beta
Risk
Simulation
Cat
Risk
Cat
Simulation
Event
Set
constructor
_events
_events
End
_events
Start
new
Simulation
Event
Set
Simulation
round