statistics.hpp

有很多的函数库

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2003 Ferdinando Ametrano

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <[e-mail]>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

/*! \file statistics.hpp
    \brief statistics tool with risk measures
*/

#ifndef quantlib_statistics_h
#define quantlib_statistics_h

#include <ql/math/statistics/riskstatistics.hpp>

namespace QuantLib {

    //! default statistics tool
    /*! \test the correctness of the returned values is tested by
              checking them against numerical calculations.
    */
    typedef RiskStatistics Statistics;

}


#endif