Hello,
you can use the Statistics class (in
<ql/math/statistics/statistics.hpp>, but the available methods are
inherited from GeneralStatistics in
<ql/math/statistics/generalstatistics.hpp> so you'll want to look
inside the latter). Add your data to an instance and then call the
standardDeviation() method.
Luigi
On Mon, Sep 9, 2013 at 9:52 AM, 何禾 <
[hidden email]> wrote:
> Hi all,
>
> I just want to calculate a timeseries standard deviation.
> Is there any functions doing that?
>
> thank you for your help,
>
> Henry
>
>
>
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