Interface ISummaryStatistics
A distribution's mean and standard deviation: what QuantLib's Gaussian risk measures read of the statistics tool
they wrap, GenericGaussianStatistics<Stat>'s Stat. Every accumulator has them
(IStatistics), and so does StatsHolder, which holds two precomputed values.
public interface ISummaryStatistics- Extension Methods
Remarks
The members of GaussianStatisticsExtensions apply to any implementation, as QuantLib's template does
to any Stat with the two members.
Methods
Mean()
The mean.
double Mean()Returns
- double
The mean.
StandardDeviation()
The standard deviation.
double StandardDeviation()Returns
- double
The standard deviation.