statistics.hpp File Reference
#include <oh/libraryobject.hpp>
#include <ql/types.hpp>
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Classes

class  QuantLib::GenericGaussianStatistics< Stat >
 
class  QuantLib::GenericRiskStatistics< S >
 
class  QuantLibAddin::Statistics
 
class  QuantLibAddin::IncrementalStatistics
 

Namespaces

 QuantLib
 
 QuantLibAddin
 

Macros

#define DECLARE_TYPICAL_GAUSSIAN_2DOUBLE_STAT_FUNCTION(NAME)   QuantLib::Real NAME(QuantLib::Real, QuantLib::Real);
 
#define DECLARE_TYPICAL_GAUSSIAN_3DOUBLE_STAT_FUNCTION(NAME)   QuantLib::Real NAME(QuantLib::Real, QuantLib::Real, QuantLib::Real);
 

Macro Definition Documentation

◆ DECLARE_TYPICAL_GAUSSIAN_2DOUBLE_STAT_FUNCTION

#define DECLARE_TYPICAL_GAUSSIAN_2DOUBLE_STAT_FUNCTION (   NAME)    QuantLib::Real NAME(QuantLib::Real, QuantLib::Real);

◆ DECLARE_TYPICAL_GAUSSIAN_3DOUBLE_STAT_FUNCTION

#define DECLARE_TYPICAL_GAUSSIAN_3DOUBLE_STAT_FUNCTION (   NAME)    QuantLib::Real NAME(QuantLib::Real, QuantLib::Real, QuantLib::Real);