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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces | Functions
bucketeddistribution.hpp File Reference

Deals with a bucketed distribution. More...

#include <vector>
#include <ql/types.hpp>
#include <qle/math/discretedistribution.hpp>

Go to the source code of this file.

Classes

class  BucketedDistribution
 Represents a bucketed probability distibution. More...
 

Namespaces

namespace  QuantExt
 

Functions

BucketedDistribution operator+ (const BucketedDistribution &lhs, const BucketedDistribution &rhs)
 Sum probabilities in two bucketed distributions with equal buckets. More...
 
BucketedDistribution operator* (QuantLib::Real factor, const BucketedDistribution &rhs)
 Multiply probabilities in bucketed distribution by factor. More...
 
BucketedDistribution operator* (const BucketedDistribution &lhs, QuantLib::Real factor)
 

Detailed Description

Deals with a bucketed distribution.

Definition in file bucketeddistribution.hpp.