DiscreteDistribution Class Reference

Discrete Distribution. More...

#include <qle/math/discretedistribution.hpp>

Collaboration diagram for DiscreteDistribution:

Public Member Functions
	DiscreteDistribution (const vector< Distributionpair > &)
	DiscreteDistribution ()
	Default constructor with probability 1.0 at 0.0. More...
	DiscreteDistribution (const vector< Real > &dataPoints, const vector< Real > &probabilities)
	Construct a discrete probability distribution by giving the points and probabilities. More...
virtual Size	size () const
virtual vector< Distributionpair >	get () const
virtual Distributionpair	get (Size i) const
Real	probability (Size i) const
	Return probability for data at index i. More...
Real	data (Size i) const
	Return data at index i. More...
virtual	~DiscreteDistribution ()

Protected Attributes
vector< Distributionpair >	data_

Friends
class	MDD

Detailed Description

Discrete Distribution.

This class implements a one-dimensional distribution in terms of a vector of Distributionpairs.

Definition at line 61 of file discretedistribution.hpp.

Constructor & Destructor Documentation

DiscreteDistribution() [1/3]

DiscreteDistribution

(

const vector< Distributionpair > &

data

)

Definition at line 30 of file discretedistribution.cpp.

                                                                               : data_(data) {
    // do checks here
}

DiscreteDistribution() [2/3]

DiscreteDistribution

(

)

Default constructor with probability 1.0 at 0.0.

Definition at line 34 of file discretedistribution.cpp.

: data_(1, Distributionpair(0.0, 1.0)) {}

DiscreteDistribution() [3/3]

DiscreteDistribution	(	const vector< Real > &	dataPoints,
		const vector< Real > &	probabilities
	)

Construct a discrete probability distribution by giving the points and probabilities.

Definition at line 36 of file discretedistribution.cpp.

                                                                                                            {
    QL_REQUIRE(dataPoints.size() == probabilities.size(), "Must be the same number of data points and probabilities");
 
    for (Size i = 0; i < dataPoints.size(); i++) {
        data_.push_back(Distributionpair(dataPoints[i], probabilities[i]));
    }
}

~DiscreteDistribution()

virtual ~DiscreteDistribution ( )

virtual

Definition at line 77 of file discretedistribution.hpp.

{}

Member Function Documentation

size()

Size size ( ) const

virtual

Definition at line 44 of file discretedistribution.cpp.

{ return data_.size(); }

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get() [1/2]

vector< Distributionpair > get ( ) const

virtual

Definition at line 46 of file discretedistribution.cpp.

{ return data_; }

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get() [2/2]

Distributionpair get ( Size  i ) const

virtual

Definition at line 48 of file discretedistribution.cpp.

                                                       {
    // checks here
    return data_[i];
}

probability()

Real probability

(

Size

i

)

const

Return probability for data at index i.

Definition at line 53 of file discretedistribution.cpp.

                                                   {
    // Check that index i is in bounds
    QL_REQUIRE(0 <= i && i < data_.size(), "Asked for probability outside range of distribution");
    return data_[i].y_;
}

data()

Real data

(

Size

i

)

const

Return data at index i.

Definition at line 59 of file discretedistribution.cpp.

                                            {
    // Check that index i is in bounds
    QL_REQUIRE(0 <= i && i < data_.size(), "Asked for data point outside range of distribution");
    return data_[i].x_;
}

Friends And Related Function Documentation

MDD

friend class MDD

friend

Definition at line 79 of file discretedistribution.hpp.

Member Data Documentation

data_

vector<Distributionpair> data_

protected

Definition at line 82 of file discretedistribution.hpp.