QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Typedefs
gaussianstatistics.hpp File Reference

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

#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/statistics/generalstatistics.hpp>

Go to the source code of this file.

Classes

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

Namespaces

namespace  QuantLib
 

Typedefs

typedef GenericGaussianStatistics< GeneralStatistics > GaussianStatistics
 default gaussian statistic tool More...
 

Detailed Description

statistics tool for gaussian-assumption risk measures

Definition in file gaussianstatistics.hpp.