[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata riskstatistics.xml, NONE, 1.1 generalstatistics.xml, 1.2, NONE incrementalstatistics.xml, 1.2, NONE

[Cristina D. <cdu...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv10488/gensrc/metadata

Added Files:
	riskstatistics.xml 
Removed Files:
	generalstatistics.xml incrementalstatistics.xml 
Log Message:
- added riskstatistics 
- removed generalstatistics and incrementalstatistics

--- generalstatistics.xml DELETED ---

--- incrementalstatistics.xml DELETED ---

--- NEW FILE: riskstatistics.xml ---
<Category name='riskstatistics'>
  <description>QuantLib statistics tool</description>
  <displayName>RiskStatistics</displayName>
  <xlFunctionWizardCategory>QuantLib - Math</xlFunctionWizardCategory>
  <includes>
    <include>qlo/riskstatistics.hpp</include>
    <include>qlo/vo_riskstatistics.hpp</include>
  </includes>
  <copyright>
    Copyright (C) 2006 Ferdinando Ametrano
    Copyright (C) 2006 Cristina Duminuco
  </copyright>

  <Functions>

    <!-- GeneralStatistics methods -->

    <Member name='qlGeneralStatisticsSamples' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the number of samples collected</description>
      <libraryFunction>samples</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsWeightSum' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the sum of data weights</description>
      <libraryFunction>weightSum</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsMean' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the mean</description>
      <libraryFunction>mean</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsVariance' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the variance</description>
      <libraryFunction>variance</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsStandardDeviation' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the the standard deviation</description>
      <libraryFunction>standardDeviation</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsErrorEstimate' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the error estimate on the mean value</description>
      <libraryFunction>errorEstimate</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsSkewness' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the skewness</description>
      <libraryFunction>skewness</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsKurtosis' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the excess kurtosis</description>
      <libraryFunction>kurtosis</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsMin' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the minimum sample value</description>
      <libraryFunction>min</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsMax' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the maximum sample value</description>
      <libraryFunction>max</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the x-th percentile</description>
      <libraryFunction>percentile</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='x'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>Must be in the range (0,1]</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlGeneralStatisticsTopPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the x-th top percentile.</description>
      <libraryFunction>topPercentile</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='x'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>Must be in the range (0,1]</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <!-- GaussianStatistics methods -->

    <Member name='qlStatisticsGaussianDownsideVariance' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the variance of observations below 0.0 .</description>
      <libraryFunction>gaussianDownsideVariance</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianDownsideDeviation' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the square root of the downside variance.</description>
      <libraryFunction>gaussianDownsideDeviation</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianRegret' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the variance of observations below the target.</description>
      <libraryFunction>gaussianRegret</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the x-th percentile.</description>
      <libraryFunction>gaussianPercentile</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='x'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>Must be in the range (0,1]</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianTopPercentile' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the x-th top percentile.</description>
      <libraryFunction>gaussianTopPercentile</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='x'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>Must be in the range (0,1].</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianPotentialUpside' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the reciprocal of VAR at a given percentile.</description>
      <libraryFunction>gaussianPotentialUpside</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianValueAtRisk' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the value-at-risk at a given percentile.</description>
      <libraryFunction>gaussianValueAtRisk</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianExpectedShortfall' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description>
      <libraryFunction>gaussianExpectedShortfall</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianShortfall' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the probability of missing the given target.</description>
      <libraryFunction>gaussianShortfall</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsGaussianAverageShortfall' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the averaged shortfallness.</description>
      <libraryFunction>gaussianAverageShortfall</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <!-- GenericRiskStatistics methods -->

    <Member name='qlStatisticsSemiVariance' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the variance of observations below the mean.</description>
      <libraryFunction>semiVariance</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>
    
    <Member name='qlStatisticsSemiDeviation' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the square root of the semivariance.</description>
      <libraryFunction>semiDeviation</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsDownsideVariance' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the variance of observations below 0.0 .</description>
      <libraryFunction>downsideVariance</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsDownsideDeviation' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the square root of the downside variance.</description>
      <libraryFunction>downsideDeviation</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters/>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsRegret' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the variance of observations below target.</description>
      <libraryFunction>regret</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsPotentialUpside' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the reciprocal of VAR at a given percentile.</description>
      <libraryFunction>potentialUpside</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='centile'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the centile</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsValueAtRisk' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the value-at-risk at a given percentile.</description>
      <libraryFunction>valueAtRisk</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsExpectedShortfall' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description>
      <libraryFunction>expectedShortfall</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='centile'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the centile</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsShortfall' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the probability of missing the given target.</description>
      <libraryFunction>shortfall</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <Member name='qlStatisticsAverageShortfall' libraryClass='RiskStatistics' dependencyTrigger='true'>
      <description>Returns the averaged shortfallness.</description>
      <libraryFunction>averageShortfall</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Member>

    <!-- constructor -->

    <Constructor name='qlStatistics' libraryClass='RiskStatistics'>
      <description>
        Default risk measures tool
      </description>
      <libraryFunction>RiskStatistics</libraryFunction>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='values' default='std::vector&lt;QuantLib::Real&gt;()'>
            <type>double</type>
            <tensorRank>vector</tensorRank>
            <description>Sampled values. If omitted, an empty statistics is created.</description>
          </Parameter>
          <Parameter name='weights' default='std::vector&lt;QuantLib::Real&gt;()'>
            <type>double</type>
            <tensorRank>vector</tensorRank>
            <description>Weights. If omitted, all sampled values have the same weight.</description>
          </Parameter>
        </Parameters>
      </ParameterList>
    </Constructor>


    <!-- GaussianStatistics functions -->

    <Procedure name='qlGaussianDownsideVariance'>
      <description>Returns the variance of observations below 0.0 .</description>
      <alias>QuantLibAddin::gaussianDownsideVariance</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the mean of the gaussian distribution</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>standard deviation of the gaussian distribution</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianDownsideDeviation'>
      <description>Returns the square root of the downside variance.</description>
      <alias>QuantLibAddin::gaussianDownsideDeviation</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>mean of the gaussian distribution</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>standard deviation of the gaussian distribution</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianRegret'>
      <description>Returns the variance of observations below target</description>
      <alias>QuantLibAddin::gaussianRegret</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>mean of the gaussian distribution</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>standard deviation of the gaussian distribution</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianPercentile'>
      <description>Returns the x-th percentile</description>
      <alias>QuantLibAddin::gaussianPercentile</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='x'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>mean of the gaussian distribution</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>standard deviation of the gaussian distribution</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianTopPercentile'>
      <description>Returns the x-th top percentile</description>
      <alias>QuantLibAddin::gaussianTopPercentile</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='x'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The mean of the gaussian distribution. If omittted, it is assumet equal to 0.</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The standard deviation of the gaussian distribution. If omittted, it is assumed equal to 1.</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianPotentialUpside'>
      <description>Returns the reciprocal of VAR at a given percentile.</description>
      <alias>QuantLibAddin::gaussianPotentialUpside</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The mean of the gaussian distribution. If omittted, it is assumed equal to 0.</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The standard deviation of the gaussian distribution. If omittted, it is assumed equal to 1.</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianValueAtRisk'>
      <description>Returns the value-at-risk at a given percentile.</description>
      <alias>QuantLibAddin::gaussianValueAtRisk</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The mean of the gaussian distribution. If omittted, it is assumed equal to 0.</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The standard deviation of the gaussian distribution. If omittted, it is assumed equal to 1.</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianExpectedShortfall'>
      <description>Returns the expected loss in case that the loss exceeded a VaR threshold.</description>
      <alias>QuantLibAddin::gaussianExpectedShortfall</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the percentile</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The mean of the gaussian distribution. If omittted, it is assumed equal to 0.</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The standard deviation of the gaussian distribution. If omittted, it is assumed equal to 1.</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianShortfall'>
      <description>Returns the probability of missing the given target.</description>
      <alias>QuantLibAddin::gaussianShortfall</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The mean of the gaussian distribution. If omittted, it is assumed equal to 0.</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The standard deviation of the gaussian distribution. If omittted, it is assumed equal to 1.</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

    <Procedure name='qlGaussianAverageShortfall'>
      <description>Returns the averaged shortfallness.</description>
      <alias>QuantLibAddin::gaussianAverageShortfall</alias>
      <supportedPlatforms>
        <supportedPlatform>excel</supportedPlatform>
      </supportedPlatforms>
      <ParameterList>
        <Parameters>
          <Parameter name='target'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>the target</description>
          </Parameter>
          <Parameter name='mean' default='0.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The mean of the gaussian distribution. If omittted, it is assumed equal to 0.</description>
          </Parameter>
          <Parameter name='stdDev' default='1.0'>
            <type>double</type>
            <tensorRank>scalar</tensorRank>
            <description>The standard deviation of the gaussian distribution. If omittted, it is assumed equal to 1.</description>
          </Parameter>
        </Parameters>
      </ParameterList>
      <ReturnValue>
        <type>double</type>
        <tensorRank>scalar</tensorRank>
      </ReturnValue>
    </Procedure>

  </Functions>
</Category>