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a
b
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z
- a -
alpha :
GARCH11
- b -
beta :
GARCH11
- c -
core_id :
ddata::DistributedData
,
MySQL_Connector
covariance :
VaR
- d -
data :
ddata::Vector
,
ddata::Matrix
dim :
Option
,
GBM
dof :
ChiSquareDistribution
- f -
frequency_table :
RandomNumber
- l -
local_row_begin :
ddata::Vector
local_row_end :
ddata::Vector
- m -
max_lag :
TimeSeries
mc_outcomes :
Option
mu :
GBM
,
NormalDistribution
mysql :
MySQL_Connector
mysql_result :
MySQL_Connector
- n -
num_cores :
ddata::DistributedData
,
MySQL_Connector
num_fields :
MySQL_Connector
num_ghosts :
ddata::Vector
num_local_cols :
ddata::Matrix
num_local_fields :
MySQL_Connector
num_local_rows :
ddata::Matrix
,
MySQL_Connector
,
ddata::Vector
num_rows :
MySQL_Connector
num_samples :
RandomNumber
,
GBM
,
TimeSeries
num_total_cols :
ddata::Matrix
num_total_rows :
ddata::Vector
,
ddata::Matrix
- o -
omega :
GARCH11
- r -
r :
Option
- s -
sample_max :
RandomNumber
sample_mean :
RandomNumber
sample_min :
RandomNumber
sample_variance :
RandomNumber
samples :
RandomNumber
shock_start :
TimeSeries
shocks :
TimeSeries
sig_squared :
GBM
sigma :
GBM
,
Option
,
NormalDistribution
So :
Option
strike :
Option
- t -
time :
Option
time_start :
TimeSeries
ts :
VaR
- w -
weights :
VaR
- x -
Xo :
GBM
- z -
Z :
GBM
Zptr :
GBM
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