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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Poisson distribution function. More...
#include <poissondistribution.hpp>
Collaboration diagram for PoissonDistribution:Public Member Functions | |
| PoissonDistribution (Real mu) | |
| Real | operator() (BigNatural k) const |
Private Attributes | |
| Real | mu_ |
| Real | logMu_ |
Poisson distribution function.
Given an integer \( k \), it returns its probability in a Poisson distribution.
Definition at line 40 of file poissondistribution.hpp.
| PoissonDistribution | ( | Real | mu | ) |
Definition at line 89 of file poissondistribution.hpp.
| Real operator() | ( | BigNatural | k | ) | const |
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private |
Definition at line 46 of file poissondistribution.hpp.
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private |
Definition at line 46 of file poissondistribution.hpp.