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QuantLib_CumulativePoissonDistribution
Langue: en
Version: 384154 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CumulativePoissonDistribution -Cumulative Poisson distribution function.
SYNOPSIS
#include <ql/math/distributions/poissondistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions
CumulativePoissonDistribution (Real mu)
Real operator() (BigNatural k) const
Detailed Description
Cumulative Poisson distribution function.
This function provides an approximation of the integral of the Poisson distribution.
For this implementation see 'Numerical Recipes in C', 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6
Tests
- the correctness of the returned value is tested by checking it against known good results.
Author
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