QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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GenericRiskStatistics< S > Member List

This is the complete list of members for GenericRiskStatistics< S >, including all inherited members.

averageShortfall(Real target) constGenericRiskStatistics< S >
downsideDeviation() constGenericRiskStatistics< S >
downsideVariance() constGenericRiskStatistics< S >
expectedShortfall(Real percentile) constGenericRiskStatistics< S >
potentialUpside(Real percentile) constGenericRiskStatistics< S >
regret(Real target) constGenericRiskStatistics< S >
semiDeviation() constGenericRiskStatistics< S >
semiVariance() constGenericRiskStatistics< S >
shortfall(Real target) constGenericRiskStatistics< S >
value_type typedefGenericRiskStatistics< S >
valueAtRisk(Real percentile) constGenericRiskStatistics< S >
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