QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Public Attributes | Private Attributes | List of all members
CumulativeBinomialDistribution Class Reference

Cumulative binomial distribution function. More...

#include <ql/math/distributions/binomialdistribution.hpp>

+ Collaboration diagram for CumulativeBinomialDistribution:

Public Member Functions

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

Public Attributes

QL_DEPRECATED typedef Real argument_type
 
QL_DEPRECATED typedef Real result_type
 

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 79 of file binomialdistribution.hpp.

Constructor & Destructor Documentation

◆ CumulativeBinomialDistribution()

Definition at line 128 of file binomialdistribution.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( BigNatural  k) const

Definition at line 95 of file binomialdistribution.hpp.

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Member Data Documentation

◆ argument_type

QL_DEPRECATED typedef Real argument_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 85 of file binomialdistribution.hpp.

◆ result_type

QL_DEPRECATED typedef Real result_type
Deprecated:
Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 91 of file binomialdistribution.hpp.

◆ n_

BigNatural n_
private

Definition at line 102 of file binomialdistribution.hpp.

◆ p_

Real p_
private

Definition at line 103 of file binomialdistribution.hpp.