QuantLib_PoissonDistribution man page

PoissonDistribution — Poisson distribution function.  


#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.


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


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Referenced By

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

Fri Feb 10 2017 Version 1.9.1 QuantLib