QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/Math/riskstatistics.hpp File Reference Detailed Description empirical-distribution risk measures #include <ql/Math/functional.hpp> #include <ql/Math/generalstatistics.hpp> #include <ql/Math/gaussianstatistics.hpp> Include dependency graph for riskstatistics.hpp: Namespaces namespace   QuantLib Classes class   GenericRiskStatistics   empirical-distribution risk measures More... Typedefs typedef GaussianStatistics< GenericRiskStatistics< GeneralStatistics > >  QuantLib::RiskStatistics   default risk measures tool

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