Crate cf_dist_utils[−][src]
Expand description
Contains functions for computing the partial expectation, quantile, and cumulative density function given a characteristic function.
Structs
Functions
Returns vector of cumulative density function given a characteristic function.
Returns cumulative density function at given x.
Returns expectation given a discrete characteristic function.
Returns expected shortfall (partial expectation) and value at risk (quantile) given a characteristic function.
Returns expected shortfall (partial expectation) and value at risk (quantile) given a discrete characteristic function.
Returns vector of cumulative density function given a characteristic function.
Returns variance given a discrete characteristic function.