| Modifier and Type | Method and Description |
|---|---|
protected static long |
RiskStatistics.getCPtr(RiskStatistics obj) |
static double |
QuantLibJNI.RiskStatistics_averageShortfall(long jarg1,
RiskStatistics jarg1_,
double jarg2) |
static double |
QuantLibJNI.RiskStatistics_downsideDeviation(long jarg1,
RiskStatistics jarg1_) |
static double |
QuantLibJNI.RiskStatistics_downsideVariance(long jarg1,
RiskStatistics jarg1_) |
static double |
QuantLibJNI.RiskStatistics_expectedShortfall(long jarg1,
RiskStatistics jarg1_,
double jarg2) |
static double |
QuantLibJNI.RiskStatistics_potentialUpside(long jarg1,
RiskStatistics jarg1_,
double jarg2) |
static double |
QuantLibJNI.RiskStatistics_regret(long jarg1,
RiskStatistics jarg1_,
double jarg2) |
static double |
QuantLibJNI.RiskStatistics_semiDeviation(long jarg1,
RiskStatistics jarg1_) |
static double |
QuantLibJNI.RiskStatistics_semiVariance(long jarg1,
RiskStatistics jarg1_) |
static double |
QuantLibJNI.RiskStatistics_shortfall(long jarg1,
RiskStatistics jarg1_,
double jarg2) |
static double |
QuantLibJNI.RiskStatistics_valueAtRisk(long jarg1,
RiskStatistics jarg1_,
double jarg2) |
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