QuantLib_LossDistBinomial man page

LossDistBinomial — Binomial loss distribution.


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

Inherits LossDist.

Public Member Functions

LossDistBinomial (Size nBuckets, Real maximum)

Distribution operator() (Size n, Real volume, Real probability) const

Distribution operator() (const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const

Size buckets () const

Real maximum () const

Real volume () const

Size size () const

std::vector< Real > probability () const

std::vector< Real > excessProbability () const

Additional Inherited Members

Detailed Description

Binomial loss distribution.

Binomial loss distribution


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

excessProbability(3), LossDistBinomial(3) and volume(3) are aliases of QuantLib_LossDistBinomial(3).

QuantLib Version 1.8.1 Fri Sep 23 2016