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