QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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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)GenericSequenceStatistics< StatisticsType >
add(Iterator begin, Iterator end, Real weight=1.0)GenericSequenceStatistics< StatisticsType >
averageShortfall(Real target) constGenericSequenceStatistics< StatisticsType >
correlation() constGenericSequenceStatistics< StatisticsType >
covariance() constGenericSequenceStatistics< StatisticsType >
dimension_GenericSequenceStatistics< StatisticsType >protected
downsideDeviation() constGenericSequenceStatistics< StatisticsType >
downsideVariance() constGenericSequenceStatistics< StatisticsType >
errorEstimate() constGenericSequenceStatistics< StatisticsType >
expectedShortfall(Real percentile) constGenericSequenceStatistics< StatisticsType >
gaussianAverageShortfall(Real target) constGenericSequenceStatistics< StatisticsType >
gaussianExpectedShortfall(Real percentile) constGenericSequenceStatistics< StatisticsType >
gaussianPercentile(Real y) constGenericSequenceStatistics< StatisticsType >
gaussianPotentialUpside(Real percentile) constGenericSequenceStatistics< StatisticsType >
gaussianShortfall(Real target) constGenericSequenceStatistics< StatisticsType >
gaussianValueAtRisk(Real percentile) constGenericSequenceStatistics< StatisticsType >
GenericSequenceStatistics(Size dimension=0)GenericSequenceStatistics< StatisticsType >
kurtosis() constGenericSequenceStatistics< StatisticsType >
max() constGenericSequenceStatistics< StatisticsType >
mean() constGenericSequenceStatistics< StatisticsType >
min() constGenericSequenceStatistics< StatisticsType >
percentile(Real y) constGenericSequenceStatistics< StatisticsType >
potentialUpside(Real percentile) constGenericSequenceStatistics< StatisticsType >
quadraticSum_GenericSequenceStatistics< StatisticsType >protected
regret(Real target) constGenericSequenceStatistics< StatisticsType >
reset(Size dimension=0)GenericSequenceStatistics< StatisticsType >
results_GenericSequenceStatistics< StatisticsType >mutableprotected
samples() constGenericSequenceStatistics< StatisticsType >
semiDeviation() constGenericSequenceStatistics< StatisticsType >
semiVariance() constGenericSequenceStatistics< StatisticsType >
shortfall(Real target) constGenericSequenceStatistics< StatisticsType >
size() constGenericSequenceStatistics< StatisticsType >
skewness() constGenericSequenceStatistics< StatisticsType >
standardDeviation() constGenericSequenceStatistics< StatisticsType >
statistics_type typedefGenericSequenceStatistics< StatisticsType >
stats_GenericSequenceStatistics< StatisticsType >protected
value_type typedefGenericSequenceStatistics< StatisticsType >
valueAtRisk(Real percentile) constGenericSequenceStatistics< StatisticsType >
variance() constGenericSequenceStatistics< StatisticsType >
weightSum() constGenericSequenceStatistics< StatisticsType >
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