QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Binomial probability distribution function. More...
#include <binomialdistribution.hpp>
Public Member Functions | |
BinomialDistribution (Real p, BigNatural n) | |
Real | operator() (BigNatural k) const |
Private Attributes | |
BigNatural | n_ |
Real | logP_ |
Real | logOneMinusP_ |
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.
BinomialDistribution | ( | Real | p, |
BigNatural | n | ||
) |
Definition at line 83 of file binomialdistribution.hpp.
Real operator() | ( | BigNatural | k | ) | const |
Definition at line 113 of file binomialdistribution.hpp.
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private |
Definition at line 57 of file binomialdistribution.hpp.
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private |
Definition at line 58 of file binomialdistribution.hpp.
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private |
Definition at line 58 of file binomialdistribution.hpp.