Binomial loss distribution. More...
#include <ql/experimental/credit/lossdistribution.hpp>
Inheritance diagram for LossDistBinomial: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 | |
Static Public Member Functions inherited from LossDist | |
| static Real | binomialProbabilityOfNEvents (int n, std::vector< Real > &p) |
| static Real | binomialProbabilityOfAtLeastNEvents (int n, std::vector< Real > &p) |
| static std::vector< Real > | probabilityOfNEvents (std::vector< Real > &p) |
| static Real | probabilityOfNEvents (int n, std::vector< Real > &p) |
| static Real | probabilityOfAtLeastNEvents (int n, std::vector< Real > &p) |
Binomial loss distribution.
Binomial loss distribution