empirical-distribution risk measures More...
#include <ql/math/functional.hpp>
#include <ql/math/statistics/gaussianstatistics.hpp>
Classes | |
class | GenericRiskStatistics< S > |
empirical-distribution risk measures More... | |
Typedefs | |
typedef GenericRiskStatistics < GaussianStatistics > | RiskStatistics |
default risk measures tool |
empirical-distribution risk measures