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Public Member Functions | Public Attributes | Private Attributes | List of all members
CumulativePoissonDistribution Class Reference

Cumulative Poisson distribution function. More...

#include <ql/math/distributions/poissondistribution.hpp>

+ Collaboration diagram for CumulativePoissonDistribution:

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_
 

Detailed Description

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

Tests:
the correctness of the returned value is tested by checking it against known good results.

Definition at line 73 of file poissondistribution.hpp.

Constructor & Destructor Documentation

◆ CumulativePoissonDistribution()

Definition at line 87 of file poissondistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural  k) const

Definition at line 88 of file poissondistribution.hpp.

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Member Data Documentation

◆ argument_type

QL_DEPRECATED typedef Real argument_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 79 of file poissondistribution.hpp.

◆ result_type

QL_DEPRECATED typedef Real result_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 85 of file poissondistribution.hpp.

◆ mu_

Real mu_
private

Definition at line 92 of file poissondistribution.hpp.