QuantLib_PoissonDistribution

Langue: en

Autres versions - même langue

Version: 378643 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::PoissonDistribution -

Poisson distribution function.

SYNOPSIS


#include <ql/math/distributions/poissondistribution.hpp>

Inherits std::unary_function< Real, Real >.

Public Member Functions


PoissonDistribution (Real mu)

Real operator() (BigNatural k) const

Detailed Description

Poisson distribution function.

Given an integer $ k $, it returns its probability in a Poisson distribution.

Tests

the correctness of the returned value is tested by checking it against known good results.

Author

Generated automatically by Doxygen for QuantLib from the source code.