QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Member Functions | Private Attributes | List of all members
InverseCumulativePoisson Class Reference

Inverse cumulative Poisson distribution function. More...

#include <poissondistribution.hpp>

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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_
 

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 76 of file poissondistribution.hpp.

Constructor & Destructor Documentation

◆ InverseCumulativePoisson()

InverseCumulativePoisson ( Real  lambda = 1.0)

Definition at line 108 of file poissondistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Real  x) const

Definition at line 113 of file poissondistribution.hpp.

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◆ calcSummand()

Real calcSummand ( BigNatural  index) const
private

Definition at line 131 of file poissondistribution.hpp.

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Member Data Documentation

◆ lambda_

Real lambda_
private

Definition at line 81 of file poissondistribution.hpp.