ql/Math/riskstatistics.hpp File Reference


Detailed Description

empirical-distribution risk measures

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

Include dependency graph for riskstatistics.hpp:


Namespaces

namespace  QuantLib

Classes

class  GenericRiskStatistics
 empirical-distribution risk measures More...

Typedefs

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

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