GaussianStatistics (3) Linux Manual Page

ql/math/statistics/gaussianstatistics.hpp – statistics tool for gaussian-assumption risk measures

Synopsis

#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/statistics/generalstatistics.hpp>

Classes

class GenericGaussianStatistics< Stat >
Statistics tool for gaussian-assumption risk measures.
class StatsHolder
Helper class for precomputed distributions.

Typedefs

typedef GenericGaussianStatistics< GeneralStatistics > GaussianStatistics
default gaussian statistic tool

Detailed Description

statistics tool for gaussian-assumption risk measures

Author

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