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QuantLib_ProbabilityOfAtLeastNEvents
Langue: en
Version: 372995 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::ProbabilityOfAtLeastNEvents -Probability of at least N events.
SYNOPSIS
#include <ql/experimental/credit/lossdistribution.hpp>
Public Member Functions
ProbabilityOfAtLeastNEvents (int n)
Real operator() (std::vector< Real > p) const
Detailed Description
Probability of at least N events.
Author
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