LossDistBinomial Class Reference

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 override
Size	buckets () const override
Real	maximum () const override
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)

Detailed Description

Binomial loss distribution.

Member Function Documentation

operator()()

Distribution operator() ( const std::vector< Real > & volumes, const std::vector< Real > & probabilities ) const

overridevirtual

Implements LossDist.

buckets()

Size buckets ( ) const

overridevirtual

Implements LossDist.

maximum()

Real maximum ( ) const

overridevirtual

Implements LossDist.