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QuantLib_PoissonDistribution
Langue: en
Version: 378643 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::PoissonDistribution -Poisson distribution function.
SYNOPSIS
#include <ql/math/distributions/poissondistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions
PoissonDistribution (Real mu)
Real operator() (BigNatural k) const
Detailed Description
Poisson distribution function.
Given an integer $ k $, it returns its probability in a Poisson distribution.
Tests
- the correctness of the returned value is tested by checking it against known good results.
Author
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