ql/math/statistics/riskstatistics.hpp File Reference
Detailed Description
empirical-distribution risk measures
#include <ql/math/functional.hpp>
#include <ql/math/statistics/gaussianstatistics.hpp>
Include dependency graph for riskstatistics.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | GenericRiskStatistics |
empirical-distribution risk measures More... | |
Typedefs | |
typedef GenericRiskStatistics< GaussianStatistics > | RiskStatistics |
default risk measures tool |