QuantLib_ProbabilityOfAtLeastNEvents

Langue: en

Autres versions - même langue

Version: 372995 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::ProbabilityOfAtLeastNEvents -

Probability of at least N events.

SYNOPSIS


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

Public Member Functions


ProbabilityOfAtLeastNEvents (int n)

Real operator() (std::vector< Real > p) const

Detailed Description

Probability of at least N events.

Author

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