QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for GenericRiskStatistics< S >, including all inherited members.
averageShortfall(Real target) const | GenericRiskStatistics< S > | |
downsideDeviation() const | GenericRiskStatistics< S > | |
downsideVariance() const | GenericRiskStatistics< S > | |
expectedShortfall(Real percentile) const | GenericRiskStatistics< S > | |
potentialUpside(Real percentile) const | GenericRiskStatistics< S > | |
regret(Real target) const | GenericRiskStatistics< S > | |
semiDeviation() const | GenericRiskStatistics< S > | |
semiVariance() const | GenericRiskStatistics< S > | |
shortfall(Real target) const | GenericRiskStatistics< S > | |
value_type typedef | GenericRiskStatistics< S > | |
valueAtRisk(Real percentile) const | GenericRiskStatistics< S > |