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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/distributions/normaldistribution.hpp>
#include <ql/math/statistics/generalstatistics.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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

Typedefs

typedef
GenericGaussianStatistics
< GeneralStatistics > 
QuantLib::GaussianStatistics
 default gaussian statistic tool


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