ProbabilityOfAtLeastNEvents Class Reference

Probability of at least N events. More...

#include <ql/experimental/credit/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 79 of file lossdistribution.hpp.

Constructor & Destructor Documentation

ProbabilityOfAtLeastNEvents()

ProbabilityOfAtLeastNEvents ( int  n )

explicit

Definition at line 81 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 84 of file lossdistribution.hpp.