QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
LossDistMonteCarlo Member List

This is the complete list of members for LossDistMonteCarlo, including all inherited members.

binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
binomialProbabilityOfNEvents(int n, std::vector< Real > &p)LossDiststatic
buckets() const overrideLossDistMonteCarlovirtual
epsilon_LossDistMonteCarloprivate
LossDist()=defaultLossDist
LossDistMonteCarlo(Size nBuckets, Real maximum, Size simulations, long seed=42, Real epsilon=1e-6)LossDistMonteCarlo
maximum() const overrideLossDistMonteCarlovirtual
maximum_LossDistMonteCarloprivate
nBuckets_LossDistMonteCarloprivate
operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const overrideLossDistMonteCarlovirtual
probabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(int n, std::vector< Real > &p)LossDiststatic
seed_LossDistMonteCarloprivate
simulations_LossDistMonteCarloprivate
~LossDist()=defaultLossDistvirtual