CumulativePoissonDistribution Class Reference

#include <ql/Math/poissondistribution.hpp>

List of all members.


Detailed Description

Cumulative Poisson distribution function.

Given x it provides an approximation to the integral of the Poisson distribution: formula here ...

For this implementation see "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 6


Public Member Functions

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


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