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Sourcecode: quantlib version File versions

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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Namespaces

namespace  QuantLib

Classes

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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