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

Poisson distribution function. More...

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

Public Member Functions

 PoissonDistribution (Real mu)
Real operator() (BigNatural k) const

Detailed Description

Poisson distribution function.

Given an integer \( k \), it returns its probability in a Poisson distribution.

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