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gaussianstatistics.hpp File Reference

Detailed Description

statistics tool for gaussian-assumption risk measures

Definition in file gaussianstatistics.hpp.

#include <ql/Math/normaldistribution.hpp>

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namespace  QuantLib


class  QuantLib::GaussianStatistics< Stat >
 Statistics tool for gaussian-assumption risk measures. More...
class  QuantLib::StatsHolder
 Helper class for precomputed distributions. More...

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