QuantLib_CumulativePoissonDistribution man page

CumulativePoissonDistribution — Cumulative Poisson distribution function.  


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

Inherits 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


the correctness of the returned value is tested by checking it against known good results.


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Referenced By

The man page CumulativePoissonDistribution(3) is an alias of QuantLib_CumulativePoissonDistribution(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib