QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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InverseCumulativePoisson Class Reference

Inverse cumulative Poisson distribution function. More...

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

Public Member Functions

 InverseCumulativePoisson (Real lambda=1.0)
Real operator() (Real x) const

Detailed Description

Inverse cumulative Poisson distribution function.

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