QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Public Attributes | Private Attributes | List of all members
BinomialDistribution Class Reference

Binomial probability distribution function. More...

#include <ql/math/distributions/binomialdistribution.hpp>

+ Collaboration diagram for BinomialDistribution:

Public Member Functions

 BinomialDistribution (Real p, BigNatural n)
 
Real operator() (BigNatural k) const
 

Public Attributes

QL_DEPRECATED typedef Real argument_type
 
QL_DEPRECATED typedef Real result_type
 

Private Attributes

BigNatural n_
 
Real logP_
 
Real logOneMinusP_
 

Detailed Description

Binomial probability distribution function.

formula here ... Given an integer k it returns its probability in a Binomial distribution with parameters p and n.

Definition at line 51 of file binomialdistribution.hpp.

Constructor & Destructor Documentation

◆ BinomialDistribution()

Definition at line 107 of file binomialdistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural  k) const

Definition at line 137 of file binomialdistribution.hpp.

Member Data Documentation

◆ argument_type

QL_DEPRECATED typedef Real argument_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 57 of file binomialdistribution.hpp.

◆ result_type

QL_DEPRECATED typedef Real result_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 63 of file binomialdistribution.hpp.

◆ n_

BigNatural n_
private

Definition at line 69 of file binomialdistribution.hpp.

◆ logP_

Real logP_
private

Definition at line 70 of file binomialdistribution.hpp.

◆ logOneMinusP_

Real logOneMinusP_
private

Definition at line 70 of file binomialdistribution.hpp.