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

RiskStatistics_old Member List This is the complete list of members for RiskStatistics_old, including all inherited members. add(double value, double weight=1.0) RiskStatistics_old addSequence(DataIterator begin, DataIterator end) (defined in RiskStatistics_old) RiskStatistics_old addSequence(DataIterator begin, DataIterator end, WeightIterator wbegin) RiskStatistics_old averageShortfall(double target) const RiskStatistics_old errorEstimate() const (defined in RiskStatistics_old) RiskStatistics_old expectedShortfall(double percentile) const RiskStatistics_old kurtosis() const (defined in RiskStatistics_old) RiskStatistics_old max() const (defined in RiskStatistics_old) RiskStatistics_old mean() const (defined in RiskStatistics_old) RiskStatistics_old min() const (defined in RiskStatistics_old) RiskStatistics_old potentialUpside(double percentile) const RiskStatistics_old reset() (defined in RiskStatistics_old) RiskStatistics_old samples() const (defined in RiskStatistics_old) RiskStatistics_old shortfall(double target) const RiskStatistics_old skewness() const (defined in RiskStatistics_old) RiskStatistics_old standardDeviation() const (defined in RiskStatistics_old) RiskStatistics_old valueAtRisk(double percentile) const RiskStatistics_old variance() const (defined in RiskStatistics_old) RiskStatistics_old weightSum() const (defined in RiskStatistics_old) RiskStatistics_old

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