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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
Distribution
Distribution Member List
This is the complete list of members for
Distribution
, including all inherited members.
add
(Real value)
Distribution
addAverage
(int bucket, Real value)
Distribution
addDensity
(int bucket, Real value)
Distribution
average
(Size k)
Distribution
average_
Distribution
private
confidenceLevel
(Real quantil)
Distribution
count_
Distribution
private
cumulative
(Size k)
Distribution
cumulativeDensity
(Real x)
Distribution
cumulativeDensity_
Distribution
private
cumulativeExcess
(Size k)
Distribution
cumulativeExcessProbability
(Real a, Real b)
Distribution
cumulativeExcessProbability_
Distribution
private
density
(Size k)
Distribution
density_
Distribution
private
Distribution
(int nBuckets, Real xmin, Real xmax)
Distribution
Distribution
()=default
Distribution
dx
(Size k)
Distribution
dx
()
Distribution
dx
(Real x)
Distribution
dx_
Distribution
private
excess
(Size k)
Distribution
excessProbability_
Distribution
private
expectedShortfall
(Real percValue)
Distribution
expectedValue
()
Distribution
expectedValue
(F &f)
Distribution
isNormalized_
Distribution
private
locate
(Real x)
Distribution
ManipulateDistribution
Distribution
friend
normalize
()
Distribution
overFlow_
Distribution
private
size
() const
Distribution
size_
Distribution
private
tranche
(Real attachmentPoint, Real detachmentPoint)
Distribution
trancheExpectedValue
(Real a, Real d)
Distribution
underFlow_
Distribution
private
x
(Size k)
Distribution
x
()
Distribution
x_
Distribution
private
xmax_
Distribution
private
xmin_
Distribution
private
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