QuantLib: C:/dev/QuantLib/ql/math/distributions/poissondistribution.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Poisson distribution. More...

#include <ql/math/factorial.hpp>
#include <ql/math/incompletegamma.hpp>

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Classes
class	PoissonDistribution
	Poisson distribution function. More...

class	CumulativePoissonDistribution
	Cumulative Poisson distribution function. More...

class	InverseCumulativePoisson
	Inverse cumulative Poisson distribution function. More...

Namespaces
namespace	QuantLib

Detailed Description

Poisson distribution.

Definition in file poissondistribution.hpp.