QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
GenericRiskStatistics< S > Member List

This is the complete list of members for GenericRiskStatistics< S >, including all inherited members.

averageShortfall(Real target) constGenericRiskStatistics< S >
downsideDeviation() constGenericRiskStatistics< S >
downsideVariance() constGenericRiskStatistics< S >
expectedShortfall(Real percentile) constGenericRiskStatistics< S >
potentialUpside(Real percentile) constGenericRiskStatistics< S >
regret(Real target) constGenericRiskStatistics< S >
semiDeviation() constGenericRiskStatistics< S >
semiVariance() constGenericRiskStatistics< S >
shortfall(Real target) constGenericRiskStatistics< S >
value_type typedef (defined in GenericRiskStatistics< S >)GenericRiskStatistics< S >
valueAtRisk(Real percentile) constGenericRiskStatistics< S >