statistics tool for gaussian-assumption risk measures More...
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/statistics/generalstatistics.hpp>
Classes | |
class | GenericGaussianStatistics< Stat > |
Statistics tool for gaussian-assumption risk measures. More... | |
class | StatsHolder |
Helper class for precomputed distributions. More... | |
Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef GenericGaussianStatistics < GeneralStatistics > | GaussianStatistics |
default gaussian statistic tool | |
statistics tool for gaussian-assumption risk measures