QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Probability of N events. More...
#include <ql/experimental/credit/lossdistribution.hpp>
Public Member Functions | |
ProbabilityOfNEvents (int n) | |
Real | operator() (std::vector< Real > p) const |
Private Attributes | |
Size | n_ |
Probability of N events.
Definition at line 70 of file lossdistribution.hpp.
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explicit |
Definition at line 72 of file lossdistribution.hpp.
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private |
Definition at line 75 of file lossdistribution.hpp.