ql/math/statistics/riskstatistics.hpp File Reference

empirical-distribution risk measures More...

#include <ql/math/functional.hpp>
#include <ql/math/statistics/gaussianstatistics.hpp>

Include dependency graph for riskstatistics.hpp:


Classes

class  GenericRiskStatistics
 empirical-distribution risk measures More...

Typedefs

typedef GenericRiskStatistics
< GaussianStatistics > 
RiskStatistics
 default risk measures tool

Detailed Description

empirical-distribution risk measures