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 GenericGaussianStatistics< Stat >, including all inherited members.
gaussianAverageShortfall(Real target) const | GenericGaussianStatistics< Stat > | |
gaussianDownsideDeviation() const | GenericGaussianStatistics< Stat > | |
gaussianDownsideVariance() const | GenericGaussianStatistics< Stat > | |
gaussianExpectedShortfall(Real percentile) const | GenericGaussianStatistics< Stat > | |
gaussianPercentile(Real percentile) const | GenericGaussianStatistics< Stat > | |
gaussianPotentialUpside(Real percentile) const | GenericGaussianStatistics< Stat > | |
gaussianRegret(Real target) const | GenericGaussianStatistics< Stat > | |
gaussianShortfall(Real target) const | GenericGaussianStatistics< Stat > | |
gaussianTopPercentile(Real percentile) const | GenericGaussianStatistics< Stat > | |
gaussianValueAtRisk(Real percentile) const | GenericGaussianStatistics< Stat > | |
GenericGaussianStatistics()=default | GenericGaussianStatistics< Stat > | |
GenericGaussianStatistics(const Stat &s) | GenericGaussianStatistics< Stat > | explicit |
value_type typedef | GenericGaussianStatistics< Stat > |