QuantLib 0.3.7
http://quantlib.org
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SequenceStatistics Member List
This is the complete list of members for
SequenceStatistics
, including all inherited members.
add
(const Sequence &sample, Real weight=1.0) (defined in
SequenceStatistics
)
SequenceStatistics
add
(Iterator begin, Iterator end, Real weight=1.0) (defined in
SequenceStatistics
)
SequenceStatistics
averageShortfall
(Real target) const (defined in
SequenceStatistics
)
SequenceStatistics
correlation
() const
SequenceStatistics
covariance
() const
SequenceStatistics
dimension_
(defined in
SequenceStatistics
)
SequenceStatistics
[protected]
downsideDeviation
() const (defined in
SequenceStatistics
)
SequenceStatistics
downsideVariance
() const (defined in
SequenceStatistics
)
SequenceStatistics
errorEstimate
() const (defined in
SequenceStatistics
)
SequenceStatistics
expectedShortfall
(Real percentile) const (defined in
SequenceStatistics
)
SequenceStatistics
gaussianAverageShortfall
(Real target) const (defined in
SequenceStatistics
)
SequenceStatistics
gaussianExpectedShortfall
(Real percentile) const (defined in
SequenceStatistics
)
SequenceStatistics
gaussianPercentile
(Real y) const (defined in
SequenceStatistics
)
SequenceStatistics
gaussianPotentialUpside
(Real percentile) const (defined in
SequenceStatistics
)
SequenceStatistics
gaussianShortfall
(Real target) const (defined in
SequenceStatistics
)
SequenceStatistics
gaussianValueAtRisk
(Real percentile) const (defined in
SequenceStatistics
)
SequenceStatistics
kurtosis
() const (defined in
SequenceStatistics
)
SequenceStatistics
max
() const (defined in
SequenceStatistics
)
SequenceStatistics
mean
() const (defined in
SequenceStatistics
)
SequenceStatistics
min
() const (defined in
SequenceStatistics
)
SequenceStatistics
percentile
(Real y) const (defined in
SequenceStatistics
)
SequenceStatistics
potentialUpside
(Real percentile) const (defined in
SequenceStatistics
)
SequenceStatistics
quadraticSum_
(defined in
SequenceStatistics
)
SequenceStatistics
[protected]
regret
(Real target) const (defined in
SequenceStatistics
)
SequenceStatistics
reset
(Size dimension=0) (defined in
SequenceStatistics
)
SequenceStatistics
results_
(defined in
SequenceStatistics
)
SequenceStatistics
[mutable, protected]
samples
() const (defined in
SequenceStatistics
)
SequenceStatistics
semiDeviation
() const (defined in
SequenceStatistics
)
SequenceStatistics
semiVariance
() const (defined in
SequenceStatistics
)
SequenceStatistics
SequenceStatistics
(Size dimension) (defined in
SequenceStatistics
)
SequenceStatistics
shortfall
(Real target) const (defined in
SequenceStatistics
)
SequenceStatistics
size
() const (defined in
SequenceStatistics
)
SequenceStatistics
skewness
() const (defined in
SequenceStatistics
)
SequenceStatistics
standardDeviation
() const (defined in
SequenceStatistics
)
SequenceStatistics
statistics_type
typedef (defined in
SequenceStatistics
)
SequenceStatistics
stats_
(defined in
SequenceStatistics
)
SequenceStatistics
[protected]
valueAtRisk
(Real percentile) const (defined in
SequenceStatistics
)
SequenceStatistics
variance
() const (defined in
SequenceStatistics
)
SequenceStatistics
weightSum
() const (defined in
SequenceStatistics
)
SequenceStatistics
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