QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
BinomialDistribution Class Reference

Binomial probability distribution function. More...

#include <binomialdistribution.hpp>

+ Collaboration diagram for BinomialDistribution:

Public Member Functions

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

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 83 of file binomialdistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural  k) const

Definition at line 113 of file binomialdistribution.hpp.

Member Data Documentation

◆ n_

BigNatural n_
private

Definition at line 57 of file binomialdistribution.hpp.

◆ logP_

Real logP_
private

Definition at line 58 of file binomialdistribution.hpp.

◆ logOneMinusP_

Real logOneMinusP_
private

Definition at line 58 of file binomialdistribution.hpp.