QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
file | convergencestatistics.hpp [code] |
statistics tool with risk measures | |
file | discrepancystatistics.cpp [code] |
file | discrepancystatistics.hpp [code] |
Statistic tool for sequences with discrepancy calculation. | |
file | gaussianstatistics.hpp [code] |
statistics tool for gaussian-assumption risk measures | |
file | generalstatistics.cpp [code] |
file | generalstatistics.hpp [code] |
statistics tool | |
file | histogram.cpp [code] |
file | histogram.hpp [code] |
statistics tool for generating histogram of given data | |
file | incrementalstatistics.cpp [code] |
file | incrementalstatistics.hpp [code] |
statistics tool based on incremental accumulation in the meantime, this is just a wrapper to the boost accumulator library, kept for backward compatibility | |
file | riskstatistics.hpp [code] |
empirical-distribution risk measures | |
file | sequencestatistics.hpp [code] |
Statistics tools for sequence (vector, list, array) samples. | |
file | statistics.hpp [code] |
statistics tool with risk measures | |