CumulativePoissonDistribution Class Reference

Cumulative Poisson distribution function. More...

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

Public Member Functions
	CumulativePoissonDistribution (Real mu)
Real	operator() (BigNatural k) const

Detailed Description

Cumulative Poisson distribution function.

This function provides an approximation of the integral of the Poisson distribution.

For this implementation see "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6

Tests

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