QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Functions
binomialdistribution.hpp File Reference

Binomial distribution. More...

#include <ql/math/factorial.hpp>
#include <ql/math/beta.hpp>

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)
 

Detailed Description

Binomial distribution.

Definition in file binomialdistribution.hpp.