QuantLib 0.3.7
http://quantlib.org
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GenericRiskStatistics Member List
This is the complete list of members for
GenericRiskStatistics
, including all inherited members.
averageShortfall
(Real target) const
GenericRiskStatistics
downsideDeviation
() const
GenericRiskStatistics
downsideVariance
() const
GenericRiskStatistics
expectedShortfall
(Real percentile) const
GenericRiskStatistics
potentialUpside
(Real percentile) const
GenericRiskStatistics
regret
(Real target) const
GenericRiskStatistics
semiDeviation
() const
GenericRiskStatistics
semiVariance
() const
GenericRiskStatistics
shortfall
(Real target) const
GenericRiskStatistics
valueAtRisk
(Real percentile) const
GenericRiskStatistics
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