riskstatistics (3) - Linux Manuals

riskstatistics: empirical-distribution risk measures

NAME

ql/math/statistics/riskstatistics.hpp - empirical-distribution risk measures

SYNOPSIS

#include <ql/math/functional.hpp>
#include <ql/math/statistics/gaussianstatistics.hpp>

Classes

class GenericRiskStatistics< S >
empirical-distribution risk measures

Typedefs

typedef GenericRiskStatistics< GaussianStatistics > RiskStatistics
default risk measures tool

Detailed Description

empirical-distribution risk measures

Author

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