QuantLib 0.3.6
http://quantlib.org
User manual
Introduction to QuantLib
Introduction
Project overview
Where to get QuantLib
Installation
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
QuantLib components
Core classes
Date and time calculations
Lattice methods
The finite differences framework
The Monte Carlo framework
Short-rate models
Currencies and FX rates
Instruments and pricers
Math tools
Design patterns
Term structures
Utilities
Examples
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Deprecated Features
IncrementalStatistics Member List
This is the complete list of members for
IncrementalStatistics
, including all inherited members.
add
(double value, double weight=1.0)
IncrementalStatistics
addSequence
(DataIterator begin, DataIterator end)
IncrementalStatistics
addSequence
(DataIterator begin, DataIterator end, WeightIterator wbegin)
IncrementalStatistics
cubicSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
downsideDeviation
() const
IncrementalStatistics
downsideQuadraticSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
downsideSampleNumber_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
downsideSampleWeight_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
downsideVariance
() const
IncrementalStatistics
errorEstimate
() const
IncrementalStatistics
fourthPowerSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
IncrementalStatistics
() (defined in
IncrementalStatistics
)
IncrementalStatistics
kurtosis
() const
IncrementalStatistics
max
() const
IncrementalStatistics
max_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
mean
() const
IncrementalStatistics
min
() const
IncrementalStatistics
min_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
quadraticSum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
reset
()
IncrementalStatistics
sampleNumber_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
samples
() const
IncrementalStatistics
sampleWeight_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
skewness
() const
IncrementalStatistics
standardDeviation
() const
IncrementalStatistics
sum_
(defined in
IncrementalStatistics
)
IncrementalStatistics
[protected]
variance
() const
IncrementalStatistics
weightSum
() const
IncrementalStatistics
QuantLib.org
Hosted by
Documentation generated by