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gaussianstatistics.hpp
Langue: en
Version: 163619 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/statistics/gaussianstatistics.hpp - statistics tool for gaussian-assumption risk measuresSYNOPSIS
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/statistics/generalstatistics.hpp>
Classes
class GenericGaussianStatistics< Stat >
Statistics tool for gaussian-assumption risk measures.
class StatsHolder
Helper class for precomputed distributions.
Typedefs
typedef GenericGaussianStatistics< GeneralStatistics > GaussianStatistics
default gaussian statistic tool
Detailed Description
statistics tool for gaussian-assumption risk measures
Author
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