RiskMeasures Member List

This is the complete list of members for RiskMeasures, including all inherited members.
gaussianAverageShortfall(double target, double mean, double std) const (defined in RiskMeasures)RiskMeasures
gaussianExpectedShortfall(double percentile, double mean, double std) constRiskMeasures
gaussianPercentile(double percentile, double mean, double std) constRiskMeasures
gaussianPotentialUpside(double percentile, double mean, double std) constRiskMeasures
gaussianShortfall(double target, double mean, double std) const (defined in RiskMeasures)RiskMeasures
gaussianValueAtRisk(double percentile, double mean, double std) constRiskMeasures
percentile(double percentile, DataIterator begin, DataIterator end) constRiskMeasures
potentialUpside(double percentile, DataIterator begin, DataIterator end) constRiskMeasures
valueAtRisk(double percentile, DataIterator begin, DataIterator end) constRiskMeasures

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