Poisson distribution function. More...

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

Collaboration diagram for PoissonDistribution:

Public Member Functions
	PoissonDistribution (Real mu)

Real	operator() (BigNatural k) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type

QL_DEPRECATED typedef Real	result_type

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()

PoissonDistribution ( Real mu )

Definition at line 125 of file poissondistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural k ) const

Definition at line 134 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 46 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 52 of file poissondistribution.hpp.

◆ mu_

Real mu_

private

Definition at line 58 of file poissondistribution.hpp.

◆ logMu_

Real logMu_