QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Cumulative binomial distribution function. More...
#include <binomialdistribution.hpp>
Public Member Functions | |
CumulativeBinomialDistribution (Real p, BigNatural n) | |
Real | operator() (BigNatural k) const |
Private Attributes | |
BigNatural | n_ |
Real | p_ |
Cumulative binomial distribution function.
Given an integer k it provides the cumulative probability of observing kk<=k: formula here ...
Definition at line 67 of file binomialdistribution.hpp.
CumulativeBinomialDistribution | ( | Real | p, |
BigNatural | n | ||
) |
Definition at line 104 of file binomialdistribution.hpp.
Real operator() | ( | BigNatural | k | ) | const |
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private |
Definition at line 78 of file binomialdistribution.hpp.
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private |
Definition at line 79 of file binomialdistribution.hpp.