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 |