QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Binomial distribution. More...
Go to the source code of this file.
Classes | |
class | BinomialDistribution |
Binomial probability distribution function. More... | |
class | CumulativeBinomialDistribution |
Cumulative binomial distribution function. More... | |
Namespaces | |
namespace | QuantLib |
Functions | |
Real | binomialCoefficientLn (BigNatural n, BigNatural k) |
Real | binomialCoefficient (BigNatural n, BigNatural k) |
Real | PeizerPrattMethod2Inversion (Real z, BigNatural n) |
Binomial distribution.
Definition in file binomialdistribution.hpp.