discretedistribution.hpp File Reference

Discretized probability density and cumulative probability. More...

#include <fstream>
#include <vector>
#include <ql/errors.hpp>
#include <ql/instruments/payoffs.hpp>

Go to the source code of this file.

Classes
class	Distributionpair
	Distributionpair is a helper class for DiscretDistribution. More...
class	DiscreteDistribution
	Discrete Distribution. More...
class	MDD
	Modify Distrete Distribution. More...

Namespaces
namespace	QuantExt

Functions
bool	operator< (const Distributionpair &p1, const Distributionpair &p2)
bool	operator> (const Distributionpair &p1, const Distributionpair &p2)

Detailed Description

Discretized probability density and cumulative probability.

Definition in file discretedistribution.hpp.