riskstatistics.hpp File Reference

empirical-distribution risk measures More...

#include <ql/math/functional.hpp>
#include <ql/math/statistics/gaussianstatistics.hpp>

Include dependency graph for riskstatistics.hpp:

Classes
class	GenericRiskStatistics< S >
	empirical-distribution risk measures More...

Namespaces
	QuantLib

Typedefs
typedef GenericRiskStatistics < GaussianStatistics >	RiskStatistics
	default risk measures tool More...

Detailed Description

empirical-distribution risk measures