QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
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 >