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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for LossDistBucketing, including all inherited members.
| binomialProbabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static |
| binomialProbabilityOfNEvents(int n, std::vector< Real > &p) | LossDist | static |
| buckets() const override | LossDistBucketing | virtual |
| epsilon_ | LossDistBucketing | private |
| locateTargetBucket(Real loss, Size i0=0) const | LossDistBucketing | private |
| LossDist()=default | LossDist | |
| LossDistBucketing(Size nBuckets, Real maximum, Real epsilon=1e-6) | LossDistBucketing | |
| maximum() const override | LossDistBucketing | virtual |
| maximum_ | LossDistBucketing | private |
| nBuckets_ | LossDistBucketing | private |
| operator()(const std::vector< Real > &volumes, const std::vector< Real > &probabilities) const override | LossDistBucketing | virtual |
| probabilityOfAtLeastNEvents(int n, std::vector< Real > &p) | LossDist | static |
| probabilityOfNEvents(std::vector< Real > &p) | LossDist | static |
| probabilityOfNEvents(int n, std::vector< Real > &p) | LossDist | static |
| ~LossDist()=default | LossDist | virtual |