GenericRiskStatistics Member List
This is the complete list of members for GenericRiskStatistics, including all inherited members.averageShortfall(Real target) const | GenericRiskStatistics | |
downsideDeviation() const | GenericRiskStatistics | |
downsideVariance() const | GenericRiskStatistics | |
expectedShortfall(Real percentile) const | GenericRiskStatistics | |
potentialUpside(Real percentile) const | GenericRiskStatistics | |
regret(Real target) const | GenericRiskStatistics | |
semiDeviation() const | GenericRiskStatistics | |
semiVariance() const | GenericRiskStatistics | |
shortfall(Real target) const | GenericRiskStatistics | |
value_type typedef (defined in GenericRiskStatistics) | GenericRiskStatistics | |
valueAtRisk(Real percentile) const | GenericRiskStatistics |