QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

GenericRiskStatistics< S > Member List

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 (defined in GenericRiskStatistics< S >) | GenericRiskStatistics< S > |
valueAtRisk(Real percentile) const | GenericRiskStatistics< S > |