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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for GenericRiskStatistics< S >, including all inherited members.
| averageShortfall(Real target) const | GenericRiskStatistics< S > | |
| downsideDeviation() const | GenericRiskStatistics< S > | |
| downsideVariance() const | GenericRiskStatistics< S > | |
| expectedShortfall(Real percentile) const | GenericRiskStatistics< S > | |
| potentialUpside(Real percentile) const | GenericRiskStatistics< S > | |
| regret(Real target) const | GenericRiskStatistics< S > | |
| semiDeviation() const | GenericRiskStatistics< S > | |
| semiVariance() const | GenericRiskStatistics< S > | |
| shortfall(Real target) const | GenericRiskStatistics< S > | |
| value_type typedef | GenericRiskStatistics< S > | |
| valueAtRisk(Real percentile) const | GenericRiskStatistics< S > |