GenericRiskStatistics Member List

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

averageShortfall(Real target) constGenericRiskStatistics
downsideDeviation() constGenericRiskStatistics
downsideVariance() constGenericRiskStatistics
expectedShortfall(Real percentile) constGenericRiskStatistics
potentialUpside(Real percentile) constGenericRiskStatistics
regret(Real target) constGenericRiskStatistics
semiDeviation() constGenericRiskStatistics
semiVariance() constGenericRiskStatistics
shortfall(Real target) constGenericRiskStatistics
valueAtRisk(Real percentile) constGenericRiskStatistics


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