QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
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
 
Size buckets () const
 
Real maximum () const
 
Real volume () const
 
Size size () const
 
std::vector< Realprobability () const
 
std::vector< RealexcessProbability () 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< RealprobabilityOfNEvents (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.

Binomial loss distribution