QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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_Distributionprivate
confidenceLevel(Real quantil)Distribution
count_Distributionprivate
cumulative(Size k)Distribution
cumulativeDensity(Real x)Distribution
cumulativeDensity_Distributionprivate
cumulativeExcess(Size k)Distribution
cumulativeExcessProbability(Real a, Real b)Distribution
cumulativeExcessProbability_Distributionprivate
density(Size k)Distribution
density_Distributionprivate
Distribution(int nBuckets, Real xmin, Real xmax)Distribution
Distribution()=defaultDistribution
dx(Size k)Distribution
dx()Distribution
dx(Real x)Distribution
dx_Distributionprivate
excess(Size k)Distribution
excessProbability_Distributionprivate
expectedShortfall(Real percValue)Distribution
expectedValue()Distribution
expectedValue(F &f)Distribution
isNormalized_Distributionprivate
locate(Real x)Distribution
ManipulateDistributionDistributionfriend
normalize()Distribution
overFlow_Distributionprivate
size() constDistribution
size_Distributionprivate
tranche(Real attachmentPoint, Real detachmentPoint)Distribution
trancheExpectedValue(Real a, Real d)Distribution
underFlow_Distributionprivate
x(Size k)Distribution
x()Distribution
x_Distributionprivate
xmax_Distributionprivate
xmin_Distributionprivate