QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Cumulative Poisson distribution function. More...
#include <poissondistribution.hpp>
Public Member Functions | |
CumulativePoissonDistribution (Real mu) | |
Real | operator() (BigNatural k) const |
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 61 of file poissondistribution.hpp.
Definition at line 63 of file poissondistribution.hpp.
Real operator() | ( | BigNatural | k | ) | const |
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private |
Definition at line 68 of file poissondistribution.hpp.