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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 GenericGaussianStatistics< Stat >, including all inherited members.
| gaussianAverageShortfall(Real target) const | GenericGaussianStatistics< Stat > | |
| gaussianDownsideDeviation() const | GenericGaussianStatistics< Stat > | |
| gaussianDownsideVariance() const | GenericGaussianStatistics< Stat > | |
| gaussianExpectedShortfall(Real percentile) const | GenericGaussianStatistics< Stat > | |
| gaussianPercentile(Real percentile) const | GenericGaussianStatistics< Stat > | |
| gaussianPotentialUpside(Real percentile) const | GenericGaussianStatistics< Stat > | |
| gaussianRegret(Real target) const | GenericGaussianStatistics< Stat > | |
| gaussianShortfall(Real target) const | GenericGaussianStatistics< Stat > | |
| gaussianTopPercentile(Real percentile) const | GenericGaussianStatistics< Stat > | |
| gaussianValueAtRisk(Real percentile) const | GenericGaussianStatistics< Stat > | |
| GenericGaussianStatistics()=default | GenericGaussianStatistics< Stat > | |
| GenericGaussianStatistics(const Stat &s) | GenericGaussianStatistics< Stat > | explicit |
| value_type typedef | GenericGaussianStatistics< Stat > |