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

Poisson distribution function. More...

#include <poissondistribution.hpp>

+ Collaboration diagram for PoissonDistribution:

Public Member Functions

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

Private Attributes

Real mu_
 
Real logMu_
 

Detailed Description

Poisson distribution function.

Given an integer \( k \), it returns its probability in a Poisson distribution.

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

Definition at line 40 of file poissondistribution.hpp.

Constructor & Destructor Documentation

◆ PoissonDistribution()

Definition at line 89 of file poissondistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural  k) const

Definition at line 98 of file poissondistribution.hpp.

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Member Data Documentation

◆ mu_

Real mu_
private

Definition at line 46 of file poissondistribution.hpp.

◆ logMu_

Real logMu_
private

Definition at line 46 of file poissondistribution.hpp.