gaussianstatistics.hpp File Reference

statistics tool for gaussian-assumption risk measures More...

Include dependency graph for gaussianstatistics.hpp:

Classes

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

Namespaces

 QuantLib
 

Typedefs

typedef
GenericGaussianStatistics
< GeneralStatistics > 
GaussianStatistics
 default gaussian statistic tool
 

Detailed Description

statistics tool for gaussian-assumption risk measures