gaussianstatistics.hpp File Reference

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

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

Go to the source code of this file.

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 More...

Detailed Description

statistics tool for gaussian-assumption risk measures

Definition in file gaussianstatistics.hpp.