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QuantLib_LossDistBinomial
Langue: en
Version: 373613 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::LossDistBinomial -Binomial loss distribution.
SYNOPSIS
#include <ql/experimental/credit/lossdistribution.hpp>
Inherits QuantLib::LossDist.
Public Member Functions
LossDistBinomial (Size nBuckets, Real maximum)
Distribution operator() (Size n, Real volume, Real probability) const
Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const
Size buckets () const
Real maximum () const
Real volume () const
Size size () const
std::vector< Real > probability () const
std::vector< Real > excessProbability () const
Detailed Description
Binomial loss distribution.
Binomial loss distribution
Author
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