QuantLib_CumulativeBinomialDistribution

Langue: en

Autres versions - même langue

Version: 377392 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CumulativeBinomialDistribution -

Cumulative binomial distribution function.

SYNOPSIS


#include <ql/math/distributions/binomialdistribution.hpp>

Inherits std::unary_function< Real, Real >.

Public Member Functions


CumulativeBinomialDistribution (Real p, BigNatural n)

Real operator() (BigNatural k) const

Detailed Description

Cumulative binomial distribution function.

Given an integer k it provides the cumulative probability of observing kk<=k: formula here ...

Author

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