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
CumulativeBinomialDistribution Class Reference

Cumulative binomial distribution function. More...

#include <binomialdistribution.hpp>

+ Collaboration diagram for CumulativeBinomialDistribution:

Public Member Functions

 CumulativeBinomialDistribution (Real p, BigNatural n)
 
Real operator() (BigNatural k) const
 

Private Attributes

BigNatural n_
 
Real p_
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ CumulativeBinomialDistribution()

Definition at line 104 of file binomialdistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural  k) const

Definition at line 71 of file binomialdistribution.hpp.

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Member Data Documentation

◆ n_

BigNatural n_
private

Definition at line 78 of file binomialdistribution.hpp.

◆ p_

Real p_
private

Definition at line 79 of file binomialdistribution.hpp.