QuantLib_CumulativeBinomialDistribution man page

CumulativeBinomialDistribution — Cumulative binomial distribution function.


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

Inherits 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 ...


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Referenced By

CumulativeBinomialDistribution(3) is an alias of QuantLib_CumulativeBinomialDistribution(3).

QuantLib Version 1.8.1 Fri Sep 23 2016