Binomial loss distribution. More...
#include <ql/experimental/credit/lossdistribution.hpp>
 Inheritance diagram for LossDistBinomial:
 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