ql/math/statistics/gaussianstatistics.hpp File Reference


Detailed Description

statistics tool for gaussian-assumption risk measures

#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/statistics/generalstatistics.hpp>

Include dependency graph for gaussianstatistics.hpp:


Namespaces

namespace  QuantLib

Classes

class  GenericGaussianStatistics
 Statistics tool for gaussian-assumption risk measures. More...
class  StatsHolder
 Helper class for precomputed distributions. More...

Typedefs

typedef GenericGaussianStatistics<
GeneralStatistics > 
GaussianStatistics
 default gaussian statistic tool