ql/Math/sequencestatistics.hpp File Reference


Detailed Description

Statistics tools for sequence (vector, list, array) samples.

#include <ql/Math/statistics.hpp>

Include dependency graph for sequencestatistics.hpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::Math

Defines

#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID(METHOD)
#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE(METHOD)

Define Documentation

#define DEFINE_SEQUENCE_STAT_CONST_METHOD_VOID METHOD   ) 
 

Value:

template <class Stat> \
        std::vector<double> \
        SequenceStatistics<Stat>::METHOD() const { \
            for (Size i=0; i<dimension_; i++) \
                results_[i] = stats_[i].METHOD(); \
            return results_; \
        }

#define DEFINE_SEQUENCE_STAT_CONST_METHOD_DOUBLE METHOD   ) 
 

Value:

template <class Stat> \
        std::vector<double> \
        SequenceStatistics<Stat>::METHOD(double x) const { \
            for (Size i=0; i<dimension_; i++) \
                results_[i] = stats_[i].METHOD(x); \
            return results_; \
        }


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