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

Probability of N events. More...

#include <ql/experimental/credit/lossdistribution.hpp>

Public Member Functions

 ProbabilityOfNEvents (int n)
Real operator() (std::vector< Real > p) const

Detailed Description

Probability of N events.