QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

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) 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

---

QuantLib.org

Hosted by

Documentation generated by