QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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GenericGaussianStatistics< Stat > Member List

This is the complete list of members for GenericGaussianStatistics< Stat >, including all inherited members.

gaussianAverageShortfall(Real target) constGenericGaussianStatistics< Stat >
gaussianDownsideDeviation() constGenericGaussianStatistics< Stat >
gaussianDownsideVariance() constGenericGaussianStatistics< Stat >
gaussianExpectedShortfall(Real percentile) constGenericGaussianStatistics< Stat >
gaussianPercentile(Real percentile) constGenericGaussianStatistics< Stat >
gaussianPotentialUpside(Real percentile) constGenericGaussianStatistics< Stat >
gaussianRegret(Real target) constGenericGaussianStatistics< Stat >
gaussianShortfall(Real target) constGenericGaussianStatistics< Stat >
gaussianTopPercentile(Real percentile) constGenericGaussianStatistics< Stat >
gaussianValueAtRisk(Real percentile) constGenericGaussianStatistics< Stat >
GenericGaussianStatistics()=defaultGenericGaussianStatistics< Stat >
GenericGaussianStatistics(const Stat &s)GenericGaussianStatistics< Stat >explicit
value_type typedefGenericGaussianStatistics< Stat >