QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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statistics Directory Reference

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