ql/Math/riskstatistics.hpp File Reference
Detailed Description
empirical-distribution risk measures
#include <ql/Math/functional.hpp>
#include <ql/Math/gaussianstatistics.hpp>
Include dependency graph for riskstatistics.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | GenericRiskStatistics |
| empirical-distribution risk measures More... | |
Typedefs | |
| typedef GenericRiskStatistics< GaussianStatistics > | RiskStatistics |
| default risk measures tool | |