ql/Math/gaussianstatistics.hpp File Reference
Detailed Description
statistics tool for gaussian-assumption risk measures
#include <ql/Math/normaldistribution.hpp>
Include dependency graph for gaussianstatistics.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | GaussianStatistics |
Statistics tool for gaussian-assumption risk measures. More... | |
class | StatsHolder |
Helper class for precomputed distributions. More... |