QuantLib_PoissonDistribution man page

PoissonDistribution — Poisson distribution function.

Synopsis

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

Inherits unary_function< Real, Real >.

Public Member Functions

PoissonDistribution (Real mu)

Real operator() (BigNatural k) const

Detailed Description

Poisson distribution function.

Given an integer $ k $, it returns its probability in a Poisson distribution.

Tests

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

Author

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Referenced By

PoissonDistribution(3) is an alias of QuantLib_PoissonDistribution(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib