statistics.hpp
#define DECLARE_TYPICAL_GAUSSIAN_3DOUBLE_STAT_FUNCTION(NAME)
Definition: statistics.hpp:75
#define DECLARE_TYPICAL_GAUSSIAN_2DOUBLE_STAT_FUNCTION(NAME)
Definition: statistics.hpp:67
IncrementalStatistics(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Real > &values, const std::vector< QuantLib::Real > &weights, bool permanent)
Definition: statistics.hpp:47
Statistics(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Real > &values, const std::vector< QuantLib::Real > &weights, bool permanent)
GenericRiskStatistics< GaussianStatistics > RiskStatistics
Definition: correlation.hpp:55
Definition: abcd.hpp:38
GenericGaussianStatistics< GeneralStatistics > GaussianStatistics
Definition: correlation.hpp:50
Definition: abcd.hpp:30
Definition: statistics.hpp:56