[Quantlib-users] VAR Calculations

[Arva Williams-C. <awc...@ts...>]

Hi
I am new to quatllib and VAR
I am trying to understand the VAR function in QuantlibXL i.e:
qlValueAtRisk(percentile,mean,variance)
This notation seems to be a little bit different
Mean of what?
How come variance instead of standard deviation?
Is there any reference book/paper I can use to get a better handle on
terminology etc. used in Quantlib VAR?
Thanks for your patience
Regards
Chris Clarke