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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
LossDistHomogeneous
LossDistHomogeneous Member List
This is the complete list of members for
LossDistHomogeneous
, including all inherited members.
binomialProbabilityOfAtLeastNEvents
(int n, std::vector< Real > &p)
LossDist
static
binomialProbabilityOfNEvents
(int n, std::vector< Real > &p)
LossDist
static
buckets
() const override
LossDistHomogeneous
virtual
excessProbability
() const
LossDistHomogeneous
excessProbability_
LossDistHomogeneous
mutable
private
LossDist
()=default
LossDist
LossDistHomogeneous
(Size nBuckets, Real maximum)
LossDistHomogeneous
maximum
() const override
LossDistHomogeneous
virtual
maximum_
LossDistHomogeneous
private
n_
LossDistHomogeneous
mutable
private
nBuckets_
LossDistHomogeneous
private
operator()
(Real volume, const std::vector< Real > &probabilities) const
LossDistHomogeneous
operator()
(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const override
LossDistHomogeneous
virtual
probability
() const
LossDistHomogeneous
probability_
LossDistHomogeneous
mutable
private
probabilityOfAtLeastNEvents
(int n, std::vector< Real > &p)
LossDist
static
probabilityOfNEvents
(std::vector< Real > &p)
LossDist
static
probabilityOfNEvents
(int n, std::vector< Real > &p)
LossDist
static
size
() const
LossDistHomogeneous
volume
() const
LossDistHomogeneous
volume_
LossDistHomogeneous
mutable
private
~LossDist
()=default
LossDist
virtual
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