QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Inverse cumulative Poisson distribution function. More...
#include <poissondistribution.hpp>
Public Member Functions | |
InverseCumulativePoisson (Real lambda=1.0) | |
Real | operator() (Real x) const |
Private Member Functions | |
Real | calcSummand (BigNatural index) const |
Private Attributes | |
Real | lambda_ |
Inverse cumulative Poisson distribution function.
Definition at line 76 of file poissondistribution.hpp.
InverseCumulativePoisson | ( | Real | lambda = 1.0 | ) |
Definition at line 108 of file poissondistribution.hpp.
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private |
Definition at line 131 of file poissondistribution.hpp.
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private |
Definition at line 81 of file poissondistribution.hpp.