QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
CumulativePoissonDistribution Class Reference

Cumulative Poisson distribution function. More...

#include <poissondistribution.hpp>

+ Collaboration diagram for CumulativePoissonDistribution:

Public Member Functions

 CumulativePoissonDistribution (Real mu)
 
Real operator() (BigNatural k) const
 

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 61 of file poissondistribution.hpp.

Constructor & Destructor Documentation

◆ CumulativePoissonDistribution()

Definition at line 63 of file poissondistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural  k) const

Definition at line 64 of file poissondistribution.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ mu_

Real mu_
private

Definition at line 68 of file poissondistribution.hpp.