QuantLib_ProbabilityOfNEvents man page

ProbabilityOfNEvents — Probability of N events.


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

Public Member Functions

ProbabilityOfNEvents (int n)

Real operator() (std::vector< Real > p) const

Detailed Description

Probability of N events.


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Referenced By

ProbabilityOfNEvents(3) is an alias of QuantLib_ProbabilityOfNEvents(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib