QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for LossDistMonteCarlo, including all inherited members.
binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static |
binomialProbabilityOfNEvents(int n, std::vector< Real > &p) | LossDist | static |
buckets() const override | LossDistMonteCarlo | virtual |
epsilon_ | LossDistMonteCarlo | private |
LossDist()=default | LossDist | |
LossDistMonteCarlo(Size nBuckets, Real maximum, Size simulations, long seed=42, Real epsilon=1e-6) | LossDistMonteCarlo | |
maximum() const override | LossDistMonteCarlo | virtual |
maximum_ | LossDistMonteCarlo | private |
nBuckets_ | LossDistMonteCarlo | private |
operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const override | LossDistMonteCarlo | virtual |
probabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static |
probabilityOfNEvents(std::vector< Real > &p) | LossDist | static |
probabilityOfNEvents(int n, std::vector< Real > &p) | LossDist | static |
seed_ | LossDistMonteCarlo | private |
simulations_ | LossDistMonteCarlo | private |
~LossDist()=default | LossDist | virtual |