QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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LossDistBucketing Member List

This is the complete list of members for LossDistBucketing, including all inherited members.

binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
binomialProbabilityOfNEvents(int n, std::vector< Real > &p)LossDiststatic
buckets() const overrideLossDistBucketingvirtual
epsilon_LossDistBucketingprivate
locateTargetBucket(Real loss, Size i0=0) constLossDistBucketingprivate
LossDist()=defaultLossDist
LossDistBucketing(Size nBuckets, Real maximum, Real epsilon=1e-6)LossDistBucketing
maximum() const overrideLossDistBucketingvirtual
maximum_LossDistBucketingprivate
nBuckets_LossDistBucketingprivate
operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const overrideLossDistBucketingvirtual
probabilityOfAtLeastNEvents(int n, std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(std::vector< Real > &p)LossDiststatic
probabilityOfNEvents(int n, std::vector< Real > &p)LossDiststatic
~LossDist()=defaultLossDistvirtual