empirical-distribution risk measures More...
#include <ql/math/functional.hpp>#include <ql/math/statistics/gaussianstatistics.hpp>
Classes | |
| class | GenericRiskStatistics< S > |
| empirical-distribution risk measures More... | |
Typedefs | |
| typedef GenericRiskStatistics < GaussianStatistics > | RiskStatistics |
| default risk measures tool | |
empirical-distribution risk measures