QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for LossDistBucketing, including all inherited members.
binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static |
binomialProbabilityOfNEvents(int n, std::vector< Real > &p) | LossDist | static |
buckets() const override | LossDistBucketing | virtual |
epsilon_ | LossDistBucketing | private |
locateTargetBucket(Real loss, Size i0=0) const | LossDistBucketing | private |
LossDist()=default | LossDist | |
LossDistBucketing(Size nBuckets, Real maximum, Real epsilon=1e-6) | LossDistBucketing | |
maximum() const override | LossDistBucketing | virtual |
maximum_ | LossDistBucketing | private |
nBuckets_ | LossDistBucketing | private |
operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const override | LossDistBucketing | virtual |
probabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static |
probabilityOfNEvents(std::vector< Real > &p) | LossDist | static |
probabilityOfNEvents(int n, std::vector< Real > &p) | LossDist | static |
~LossDist()=default | LossDist | virtual |