GenericRiskStatistics Member List

This is the complete list of members for GenericRiskStatistics, including all inherited members.

averageShortfall(Real target) const GenericRiskStatistics
downsideDeviation() constGenericRiskStatistics
downsideVariance() constGenericRiskStatistics
expectedShortfall(Real percentile) constGenericRiskStatistics
potentialUpside(Real percentile) constGenericRiskStatistics
regret(Real target) const GenericRiskStatistics
semiDeviation() constGenericRiskStatistics
semiVariance() constGenericRiskStatistics
shortfall(Real target) const GenericRiskStatistics
value_type typedef (defined in GenericRiskStatistics)GenericRiskStatistics
valueAtRisk(Real percentile) constGenericRiskStatistics