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quantlib.js
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"ql/experimental/catbonds/catrisk"
EventSetSimulation
Class EventSetSimulation
Hierarchy
CatSimulation
EventSetSimulation
Index
Constructors
constructor
Properties
_end
_events
_events
End
_events
Start
_i
_period
End
_period
Start
_start
_years
Methods
next
Path
Constructors
constructor
new
Event
Set
Simulation
(
events
:
Array
<
[
Integer
,
Real
]
>
, eventsStart
:
Date
, eventsEnd
:
Date
, start
:
Date
, end
:
Date
)
:
EventSetSimulation
Parameters
events:
Array
<
[
Integer
,
Real
]
>
eventsStart:
Date
eventsEnd:
Date
start:
Date
end:
Date
Returns
EventSetSimulation
Properties
Protected
_end
_end
:
Date
Private
_events
_events
:
Array
<
[
Integer
,
Real
]
>
Private
_events
End
_events
End
:
Date
Private
_events
Start
_events
Start
:
Date
Private
_i
_i
:
Size
Private
_period
End
_period
End
:
Date
Private
_period
Start
_period
Start
:
Date
Protected
_start
_start
:
Date
Private
_years
_years
:
Year
Methods
next
Path
next
Path
(
path
:
Array
<
[
Integer
,
Real
]
>
)
:
boolean
Parameters
path:
Array
<
[
Integer
,
Real
]
>
Returns
boolean
Globals
"ql/experimental/catbonds/catrisk"
Beta
Risk
Beta
Risk
Simulation
Cat
Risk
Cat
Simulation
Event
Set
Event
Set
Simulation
constructor
_end
_events
_events
End
_events
Start
_i
_period
End
_period
Start
_start
_years
next
Path
round