QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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... | |
statistics tool for gaussian-assumption risk measures
Definition in file gaussianstatistics.hpp.