BinomialProbabilityOfAtLeastNEvents Class Reference

Probability of at least N events. More...

#include <ql/experimental/credit/lossdistribution.hpp>

Collaboration diagram for BinomialProbabilityOfAtLeastNEvents:

Public Member Functions
	BinomialProbabilityOfAtLeastNEvents (int n)
Real	operator() (std::vector< Real > p) const

Private Attributes
int	n_

Detailed Description

Probability of at least N events.

Definition at line 88 of file lossdistribution.hpp.

Constructor & Destructor Documentation

BinomialProbabilityOfAtLeastNEvents()

BinomialProbabilityOfAtLeastNEvents ( int  n )

explicit

Definition at line 90 of file lossdistribution.hpp.

Member Function Documentation

operator()()

Real operator()

(

std::vector< Real >

p

)

const

Definition at line 140 of file lossdistribution.cpp.

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Member Data Documentation

n_

int n_

private

Definition at line 94 of file lossdistribution.hpp.