QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Binomial probability distribution function. More...
#include <ql/math/distributions/binomialdistribution.hpp>
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_ |
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 107 of file binomialdistribution.hpp.
Real operator() | ( | BigNatural | k | ) | const |
Definition at line 137 of file binomialdistribution.hpp.
QL_DEPRECATED typedef Real argument_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 57 of file binomialdistribution.hpp.
QL_DEPRECATED typedef Real result_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 63 of file binomialdistribution.hpp.
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private |
Definition at line 69 of file binomialdistribution.hpp.
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private |
Definition at line 70 of file binomialdistribution.hpp.
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private |
Definition at line 70 of file binomialdistribution.hpp.