QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
poissondistribution.hpp File Reference

Poisson distribution. More...

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

Go to the source code of this file.

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.