A free/open-source library for quantitative finance
Version 1.1
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QuantLib
GenericSequenceStatistics
GenericSequenceStatistics< StatisticsType > Member List
This is the complete list of members for
GenericSequenceStatistics< StatisticsType >
, including all inherited members.
add
(const Sequence &sample, Real weight=1.0) (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
add
(Iterator begin, Iterator end, Real weight=1.0) (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
averageShortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
correlation
() const
GenericSequenceStatistics< StatisticsType >
covariance
() const
GenericSequenceStatistics< StatisticsType >
dimension_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
[protected]
downsideDeviation
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
downsideVariance
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
errorEstimate
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
expectedShortfall
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianAverageShortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianExpectedShortfall
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianPercentile
(Real y) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianPotentialUpside
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianShortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
gaussianValueAtRisk
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
GenericSequenceStatistics
(Size dimension=0) (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
kurtosis
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
max
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
mean
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
min
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
percentile
(Real y) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
potentialUpside
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
quadraticSum_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
[protected]
regret
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
reset
(Size dimension=0) (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
results_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
[mutable, protected]
samples
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
semiDeviation
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
semiVariance
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
shortfall
(Real target) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
size
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
skewness
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
standardDeviation
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
statistics_type
typedef (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
stats_
(defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
[protected]
value_type
typedef (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
valueAtRisk
(Real percentile) const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
variance
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >
weightSum
() const (defined in
GenericSequenceStatistics< StatisticsType >
)
GenericSequenceStatistics< StatisticsType >