QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.12

GenericGaussianStatistics< Stat > Member List

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() (defined in GenericGaussianStatistics< Stat >) | GenericGaussianStatistics< Stat > |
GenericGaussianStatistics(const Stat &s) (defined in GenericGaussianStatistics< Stat >) | GenericGaussianStatistics< Stat > |
value_type typedef (defined in GenericGaussianStatistics< Stat >) | GenericGaussianStatistics< Stat > |