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Sourcecode: quantlib version File versions

riskstatistics.hpp File Reference


Detailed Description

empirical-distribution risk measures

Definition in file riskstatistics.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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

Typedefs

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


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