riskstatistics.hpp File Reference

empirical-distribution risk measures More...

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

Go to the source code of this file.

Classes
class	GenericRiskStatistics< S >
	empirical-distribution risk measures More...

Namespaces
namespace	QuantLib

Typedefs
typedef GenericRiskStatistics< GaussianStatistics >	RiskStatistics
	default risk measures tool More...

Detailed Description

empirical-distribution risk measures

Definition in file riskstatistics.hpp.