QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Cumulative Poisson distribution function. More...
#include <ql/math/distributions/poissondistribution.hpp>
Public Member Functions | |
CumulativePoissonDistribution (Real mu) | |
Real | operator() (BigNatural k) const |
Public Attributes | |
QL_DEPRECATED typedef Real | argument_type |
QL_DEPRECATED typedef Real | result_type |
Private Attributes | |
Real | mu_ |
Cumulative Poisson distribution function.
This function provides an approximation of the integral of the Poisson distribution.
For this implementation see "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
Definition at line 73 of file poissondistribution.hpp.
Definition at line 87 of file poissondistribution.hpp.
Real operator() | ( | BigNatural | k | ) | const |
QL_DEPRECATED typedef Real argument_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 79 of file poissondistribution.hpp.
QL_DEPRECATED typedef Real result_type |
auto
or decltype
instead. Deprecated in version 1.29. Definition at line 85 of file poissondistribution.hpp.
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private |
Definition at line 92 of file poissondistribution.hpp.