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
ProbabilityOfAtLeastNEvents Class Reference

Probability of at least N events. More...

#include <lossdistribution.hpp>

+ Collaboration diagram for ProbabilityOfAtLeastNEvents:

Public Member Functions

 ProbabilityOfAtLeastNEvents (int n)
 
Real operator() (std::vector< Real > p) const
 

Private Attributes

Size n_
 

Detailed Description

Probability of at least N events.

Definition at line 76 of file lossdistribution.hpp.

Constructor & Destructor Documentation

◆ ProbabilityOfAtLeastNEvents()

ProbabilityOfAtLeastNEvents ( int  n)
explicit

Definition at line 78 of file lossdistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( std::vector< Real p) const

Definition at line 134 of file lossdistribution.cpp.

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Member Data Documentation

◆ n_

Size n_
private

Definition at line 81 of file lossdistribution.hpp.