Class StatsHolder
A helper class for precomputed distributions: a mean and a standard deviation, to which the Gaussian risk measures
of GaussianStatisticsExtensions apply, as QuantLib's GenericGaussianStatistics<StatsHolder>.
public sealed class StatsHolder : ISummaryStatistics- Inheritance
-
StatsHolder
- Implements
- Inherited Members
- Extension Methods
Constructors
StatsHolder(double, double)
Initializes a new instance of the StatsHolder class.
public StatsHolder(double mean, double standardDeviation)Parameters
Methods
Mean()
The mean.
public double Mean()Returns
- double
The mean.
StandardDeviation()
The standard deviation.
public double StandardDeviation()Returns
- double
The standard deviation.