gaussianAverageShortfall(double target, double mean, double std) const (defined in RiskMeasures) | RiskMeasures | |
gaussianExpectedShortfall(double percentile, double mean, double std) const | RiskMeasures | |
gaussianPercentile(double percentile, double mean, double std) const | RiskMeasures | |
gaussianPotentialUpside(double percentile, double mean, double std) const | RiskMeasures | |
gaussianShortfall(double target, double mean, double std) const (defined in RiskMeasures) | RiskMeasures | |
gaussianValueAtRisk(double percentile, double mean, double std) const | RiskMeasures | |
percentile(double percentile, DataIterator begin, DataIterator end) const | RiskMeasures | |
potentialUpside(double percentile, DataIterator begin, DataIterator end) const | RiskMeasures | |
valueAtRisk(double percentile, DataIterator begin, DataIterator end) const | RiskMeasures | |