GenericRiskStatistics Member List

This is the complete list of members for GenericRiskStatistics, including all inherited members.

averageShortfall(Real target) const GenericRiskStatistics
downsideDeviation() const GenericRiskStatistics
downsideVariance() const GenericRiskStatistics
expectedShortfall(Real percentile) const GenericRiskStatistics
potentialUpside(Real percentile) const GenericRiskStatistics
regret(Real target) const GenericRiskStatistics
semiDeviation() const GenericRiskStatistics
semiVariance() const GenericRiskStatistics
shortfall(Real target) const GenericRiskStatistics
valueAtRisk(Real percentile) const GenericRiskStatistics


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen