ql/Math/statistics.hpp File Reference


Detailed Description

statistics tool with risk measures

#include <ql/Math/generalstatistics.hpp>

Include dependency graph for statistics.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef GeneralStatistics Statistics
 default statistics tool

Typedef Documentation

typedef GeneralStatistics Statistics
 

default statistics tool

Tests:
the correctness of the returned values is tested by checking them against numerical calculations.


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