QuantLib_LossDistBinomial man page

LossDistBinomial — Binomial loss distribution.  

Synopsis

#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

Author

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).

Fri Feb 10 2017 Version 1.9.1 QuantLib