Rechercher une page de manuel
riskstatistics.hpp
Langue: en
Version: 377329 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/statistics/riskstatistics.hpp -empirical-distribution risk measures
SYNOPSIS
#include <ql/math/functional.hpp>
#include <ql/math/statistics/gaussianstatistics.hpp>
Classes
class GenericRiskStatistics< S >
empirical-distribution risk measures
Typedefs
typedef GenericRiskStatistics< GaussianStatistics > RiskStatistics
default risk measures tool
Detailed Description
empirical-distribution risk measures
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre