ql/math/statistics/gaussianstatistics.hpp File Reference

statistics tool for gaussian-assumption risk measures More...

#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/statistics/generalstatistics.hpp>
Include dependency graph for gaussianstatistics.hpp:

Classes

class  GenericGaussianStatistics< Stat >
 Statistics tool for gaussian-assumption risk measures. More...
class  StatsHolder
 Helper class for precomputed distributions. More...

Typedefs

typedef
GenericGaussianStatistics
< GeneralStatistics > 
GaussianStatistics
 default gaussian statistic tool

Detailed Description

statistics tool for gaussian-assumption risk measures