24#ifndef quantlib_probability_distribution_hpp
25#define quantlib_probability_distribution_hpp
36 class ManipulateDistribution;
51 std::vector<Real>&
x () {
return x_; }
53 std::vector<Real>&
dx () {
return dx_; }
84 for (
int i = 0; i <
size_; i++) {
void tranche(Real attachmentPoint, Real detachmentPoint)
std::vector< Real > density_
std::vector< Real > excessProbability_
Real cumulativeDensity(Real x)
Real cumulativeExcessProbability(Real a, Real b)
Real confidenceLevel(Real quantil)
std::vector< int > count_
std::vector< Real > cumulativeDensity_
Real cumulativeExcess(Size k)
std::vector< Real > cumulativeExcessProbability_
Real trancheExpectedValue(Real a, Real d)
std::vector< Real > & x()
std::vector< Real > & dx()
void addDensity(int bucket, Real value)
Real expectedShortfall(Real percValue)
std::vector< Real > average_
void addAverage(int bucket, Real value)
static Distribution convolve(const Distribution &d1, const Distribution &d2)
ext::function< Real(Real)> b
std::size_t Size
size of a container