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