InverseCumulativePoisson Class Reference

Inverse cumulative Poisson distribution function. More...

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

Collaboration diagram for InverseCumulativePoisson:

Public Member Functions
	InverseCumulativePoisson (Real lambda=1.0)
Real	operator() (Real x) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Private Member Functions
Real	calcSummand (BigNatural index) const

Private Attributes
Real	lambda_

Detailed Description

Inverse cumulative Poisson distribution function.

Tests:

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

Definition at line 100 of file poissondistribution.hpp.

Constructor & Destructor Documentation

InverseCumulativePoisson()

InverseCumulativePoisson

(

Real

lambda = 1.0

)

Definition at line 144 of file poissondistribution.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 149 of file poissondistribution.hpp.

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calcSummand()

Real calcSummand ( BigNatural  index ) const

private

Definition at line 167 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 106 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 112 of file poissondistribution.hpp.

lambda_

Real lambda_

private

Definition at line 117 of file poissondistribution.hpp.