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Classes | Typedefs

riskstatistics.hpp File Reference

empirical-distribution risk measures More...

#include <ql/Math/functional.hpp>
#include <ql/Math/generalstatistics.hpp>
#include <ql/Math/gaussianstatistics.hpp>
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Classes

class  QuantLib::GenericRiskStatistics< S >
 empirical-distribution risk measures More...

Typedefs

typedef GaussianStatistics
< GenericRiskStatistics
< GeneralStatistics > > 
QuantLib::RiskStatistics
 default risk measures tool

Detailed Description

empirical-distribution risk measures

Definition in file riskstatistics.hpp.


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