CumulativeBinomialDistribution Class Reference

#include <ql/Math/binomialdistribution.hpp>

List of all members.


Detailed Description

Cumulative binomial distribution function.

Given an integer k it provides the cumulative probability of observing kk<=k: formula here ...


Public Member Functions

 CumulativeBinomialDistribution (Real p, BigNatural n)
Real operator() (BigNatural k) const


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen